Risk-Sensitive Control of Discrete-Time Markov Processes with Infinite Horizon.
Giovanni B. Di MasiLukasz StettnerPublished in: SIAM J. Control. Optim. (1999)
Keyphrases
- optimal control
- markov processes
- risk sensitive
- infinite horizon
- markov chain
- markov process
- control strategy
- finite horizon
- dynamic programming
- control policies
- markov decision processes
- reinforcement learning
- stochastic processes
- average cost
- optimal policy
- partially observable
- random fields
- continuous time markov chains
- markov decision process
- policy iteration
- state space
- mathematical model
- non stationary
- control system
- control strategies
- markov decision problems
- hidden markov models
- search algorithm