Contraction mappings underlying undiscounted Markov decision problems
نویسندگان
چکیده
منابع مشابه
Denumerable Undiscounted Semi-Markov Decision Processes with Unbounded Rewards
This paper establishes the existence of a solution to the optimality equations in undiscounted semi-Markov decision models with countable state space, under conditions generalizing the hitherto obtained results. In particular, we merely require the existence of a finite set of states in which every pair of states can reach each other via some stationary policy, instead of the traditional and re...
متن کاملThe Asymptotic Behavior of Undiscounted Value Iteration in Markov Decision Problems
This paper considers undiscounted Markov Decision Problems. For the general multichain case, we obtain necessary and sufficient conditions which guarantee that the maximal total expected reward for a planning horizon of n epochs minus n times the long run average expected reward has a finite limit as n -* oo for each initial state and each final reward vector. In addition, we obtain a character...
متن کاملA Minimum Relative Entropy Controller for Undiscounted Markov Decision Processes
Adaptive control problems are notoriously difficult to solve even in the presence of plantspecific controllers. One way to by-pass the intractable computation of the optimal policy is to restate the adaptive control as the minimization of the relative entropy of a controller that ignores the true plant dynamics from an informed controller. The solution is given by the Bayesian control rule— a s...
متن کاملMarkov Decision Problems
Markov Decision Problems (MDPs) are the foundation for many problems that are of interest to researchers in Artificial Intelligence and Operations Research. In this paper, we will review what is known about algorithms for solving MDPs as well as the complexity of solving MDPs in general. We will argue that, even though there are theoretically efficient algorithms for solving MDPs, these algorit...
متن کاملUndiscounted Markov Chain BSDEs to Stopping Times
We consider Backward Stochastic Differential Equations in a setting where noise is generated by a countable state, continuous time Markov chain, and the terminal value is prescribed at a stopping time. We show that, given sufficient integrability of the stopping time and a growth bound on the terminal value and BSDE driver, these equations admit unique solutions satisfying the same growth bound...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Journal of Mathematical Analysis and Applications
سال: 1978
ISSN: 0022-247X
DOI: 10.1016/0022-247x(78)90174-9