CORRECTION TO "MARKOVIAN DECISION PROCESSES WITH RECURSIVE REWARD FUNCTIONS"

Asymptotic Behavior of Multivariate Reward Processes with Nonlinear Reward Functions

COVARIANCE MATRIX OF MULTIVARIATE REWARD PROCESSES WITH NONLINEAR REWARD FUNCTIONS

Multivariate reward processes with reward functions of constant rates, defined on a semi-Markov process, first were studied by Masuda and Sumita, 1991. Reward processes with nonlinear reward functions were introduced in Soltani, 1996. In this work we study a multivariate process , , where are reward processes with nonlinear reward functions respectively. The Laplace transform of the covar...

asymptotic behavior of multivariate reward processes with nonlinear reward functions

On Markov Decision Processes with Pseudo-Boolean Reward Functions

Markov Decision Processes with Arbitrary Reward Processes

We consider a learning problem where the decision maker interacts with a standard Markov decision process, with the exception that the reward functions vary arbitrarily over time. We show that, against every possible realization of the reward process, the agent can perform as well—in hindsight—as every stationary policy. This generalizes the classical no-regret result for repeated games. Specif...