Found 64 Documents (Results 1–64)
Convergence of finite memory Q learning for POMDPs and near optimality of learned policies under filter stability. (English) Zbl 1541.90358
On linear programming for constrained and unconstrained average-cost Markov decision processes with countable action spaces and strictly unbounded costs. (English) Zbl 1489.90211
Hamilton-Jacobi equations with semilinear costs and state constraints, with applications to large deviations in games. (English) Zbl 1489.49020
Strong and weak equilibria for time-inconsistent stochastic control in continuous time. (English) Zbl 1476.93160
Infinite-horizon average optimality of the N-network in the Halfin-Whitt regime. (English) Zbl 1433.60085
Two time-scale stochastic approximation with controlled Markov noise and off-policy temporal-difference learning. (English) Zbl 1434.62174
On the asymptotic optimality of finite approximations to Markov decision processes with Borel spaces. (English) Zbl 1417.93337
A central limit theorem for temporally nonhomogenous Markov chains with applications to dynamic programming. (English) Zbl 1352.60030
Empirical dynamic programming. (English) Zbl 1338.49055
A mixed value and policy iteration method for stochastic control with universally measurable policies. (English) Zbl 1329.90157
On boundedness of Q-learning iterates for stochastic shortest path problems. (English) Zbl 1291.90296
Q-learning and enhanced policy iteration in discounted dynamic programming. (English) Zbl 1243.90231
Stationary distribution convergence for generalized Jackson networks in heavy traffic. (English) Zbl 1214.60013
Label-setting methods for multimode stochastic shortest path problems on graphs. (English) Zbl 1218.90205
On near optimality of the set of finite-state controllers for average cost POMDP. (English) Zbl 1159.93364
Optimality inequalities for average cost Markov decision processes and the stochastic cash balance problem. (English) Zbl 1341.90142
Restless bandit marginal productivity indices, diminishing returns, and optimal control of make-to-order/make-to-stock M/G/1 queues. (English) Zbl 1278.90099
The preservation of continuity and Lipschitz continuity by optimal reward operators. (English) Zbl 1082.60035
Continuous time discounted jump Markov decision processes: a discrete-event approach. (English) Zbl 1082.90126
On average reward semi-Markov decision processes with a general multichain structure. (English) Zbl 1082.90130
On the equivalence of two expected average cost criteria for semi-Markov control processes. (English) Zbl 1082.60078
Risk-sensitive optimal control for Markov decision processes with monotone cost. (English) Zbl 1082.90577
How does the value function of a Markov decision process depend on the transition probabilities? (English) Zbl 0892.90178
Overtaking and almost-sure optimality for infinite horizon Markov decision processes. (English) Zbl 0856.90122
Reviewer: R.Rempała (Warszawa)
Turnpike sets and their analysis in stochastic production planning problems. (English) Zbl 0770.90030
On optimal packing of randomly arriving objects. (English) Zbl 0734.90110
Reviewer: G.Hübner (Hamburg)
Comparing policies in Markov decision processes: Mandl’s lemma revisited. (English) Zbl 0714.90097
Reviewer: G.Hübner
Optimal control of a two-station Brownian network. (English) Zbl 0714.90042
Reviewer: F.P.Kelly
Existence and uniqueness of multi-agent equilibrium in a stochastic, dynamic consumption/investment model. (English) Zbl 0707.90018
Reviewer: I.Karatzas
Markov chains with rare transitions and simulated annealing. (English) Zbl 0664.60067
MSC:
60J10
93E25
Optimality of stationary halting policies and finite termination of successive approximations. (English) Zbl 0646.90089
Reviewer: Y.Ohtsubo
Markov decision drift processes; conditions for optimality obtained by discretization. (English) Zbl 0573.90099
Reviewer: D.Kalin
Optimal inspections in a stochastic control problem with costly observations. II. (English) Zbl 0405.90081
Optimal inspections in a stochastic control problem with costly observations. (English) Zbl 0407.93061
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