Optimality Inequalities for Average Cost Markov Decision Processes and the Stochastic Cash Balance Problem.
Eugene A. FeinbergMark E. LewisPublished in: Math. Oper. Res. (2007)
Keyphrases
- average cost
- markov decision processes
- finite state
- optimal policy
- finite horizon
- approximate dynamic programming
- dynamic programming
- state space
- markov decision chains
- sufficient conditions
- planning under uncertainty
- reinforcement learning
- continuous state spaces
- policy iteration
- transition matrices
- infinite horizon
- long run
- average reward
- partially observable
- stationary policies
- finite number
- risk sensitive
- decision theoretic planning
- decision processes
- markov decision problems
- linear program
- control policy
- linear programming
- action sets
- data mining
- optimal control
- monte carlo
- action space
- control policies
- reward function
- partially observable markov decision processes
- total cost
- multistage
- random variables
- decision makers
- optimal solution
- bayesian networks