On weak conditions and optimality inequality solutions in risk-sensitive controlled Markov processes with average criterion.
Agustín Brau-RojasEmmanuel Fernández-GaucherandPublished in: CDC (2002)
Keyphrases
- markov processes
- risk sensitive
- optimality criterion
- average cost
- markov chain
- finite state
- optimal solution
- markov process
- stochastic processes
- optimal control
- long run
- optimal policy
- markov decision processes
- sufficient conditions
- model free
- utility function
- non stationary
- expected utility
- linear programming
- average reward
- random fields
- evaluation function
- finite number
- reinforcement learning
- efficient optimization
- hidden markov models
- markov decision problems
- control policies
- dynamic programming
- state space
- transition probabilities
- decision problems
- graphical models
- belief propagation