Zero-sum non-stationary stochastic games with the long-run average criterion. (English) Zbl 07930226
MSC:
91Axx
Found 209 Documents (Results 1–100)
Logarithmic regret bounds for continuous-time average-reward Markov decision processes. (English) Zbl 07916661
A discount vanishing approximation for Markov decision processes with risk sensitivity. (English) Zbl 07878108
Markov decision processes under risk sensitivity: a discount vanishing approach. (English) Zbl 1536.90238
Heuristic algorithm for nested Markov decision process: solution quality and computational complexity. (English) Zbl 1543.90299
Turnpikes in finite Markov decision processes and random walk. (English) Zbl 1518.90121
Theory Probab. Appl. 68, No. 1, 123-149 (2023) and Teor. Veroyatn. Primen. 68, No. 1, 147-176 (2023).
Mean field Markov decision processes. (English) Zbl 1517.90153
Reviewer: Wiesław Kotarski (Sosnowiec)
Monitoring time and magnitude based on the renewal reward process with a random failure threshold. (English) Zbl 1521.62237
MSC:
62-XX
Computing semi-stationary optimal policies for multichain semi-Markov decision processes. (English) Zbl 1437.60060
Discrete-time ergodic mean-field games with average reward on compact spaces. (English) Zbl 1437.91061
Reliability analysis of an aging unit with a controllable repair facility activation. (English) Zbl 1397.62591
Pilz, Jürgen (ed.) et al., Statistics and simulation. Contributions given at the 8th international workshop on simulation, IWS 8, Vienna, Austria, September 21–25, 2015. Cham: Springer (ISBN 978-3-319-76034-6/hbk; 978-3-319-76035-3/ebook). Springer Proceedings in Mathematics & Statistics 231, 403-417 (2018).
A potential reduction algorithm for two-person zero-sum mean payoff stochastic games. (English) Zbl 1390.91037
An extended geometric process repair model with delayed repair and slight failure type. (English) Zbl 1360.60160
Verifiable conditions for average optimality of continuous-time Markov decision processes. (English) Zbl 1408.90314
MSC:
90C40
Uniform ergodicity of continuous-time controlled Markov chains: a survey and new results. (English) Zbl 1386.60263
Optimization problems in chemical reactions using continuous-time Markov chains. (English) Zbl 1346.92083
Subgame-perfection in recursive perfect information games, where each player controls one state. (English) Zbl 1388.91042
MSC:
91A15
Optimal pricing for a \(\mathrm{GI}/\mathrm{M}/k/N\) queue with several customer types and holding costs. (English) Zbl 1334.60194
Necessary and sufficient conditions for optimality in constrained general sum stochastic games. (English) Zbl 1322.93107
Another set of verifiable conditions for average Markov decision processes with Borel spaces. (English) Zbl 1340.90255
Stationary anonymous sequential games with undiscounted rewards. (English) Zbl 1403.91041
Reviewer: Tadeusz Radzik (Jelenia Góra)
Strong \(n\)-discount and finite-horizon optimality for continuous-time Markov decision processes. (English) Zbl 1327.93424
A counterexample on sample-path optimality in stable Markov decision chains with the average reward criterion. (English) Zbl 1302.90241
MSC:
90C40
An SMDP model for a multiclass multi-server queueing control problem considering conversion times. (English) Zbl 1306.60149
American-type options. Stochastic approximation methods. Volume 1. (English) Zbl 1282.91007
De Gruyter Studies in Mathematics 56. Berlin: de Gruyter (ISBN 978-3-11-032967-4/hbk; 978-3-11-032982-7/ebook). x, 509 p. (2014).
Reviewer: Iulian Stoleriu (Iaşi)
Ordered field property in a subclass of finite SeR-SIT semi-Markov games. (English) Zbl 1285.91015
Reviewer: Vivek S. Borkar (Mumbai)
A stochastic linear programming modelling and solution approach for planning the supply of rewards in loyalty reward programs. (English) Zbl 1390.90342
\(R(\lambda)\) imitation learning for automatic generation control of interconnected power grids. (English) Zbl 1258.49067
Variance-minimization of Markov control processes with pathwise constraints. (English) Zbl 1252.93136
Deterministic optimal policies for Markov control processes with pathwise constraints. (English) Zbl 1242.93145
One-counter stochastic games. (English) Zbl 1245.68099
Lodaya, Kamal (ed.) et al., IARCS annual conference on foundations of software technology and theoretical computer science (FSTTCS 2010), December 15–18, 2010, Chennai, India. Wadern: Schloss Dagstuhl – Leibniz Zentrum für Informatik (ISBN 978-3-939897-23-1). LIPIcs – Leibniz International Proceedings in Informatics 8, 108-119, electronic only (2010).
Strong \(n(n=-1,0)\)-discount optimality for continuous-time jump Markov decision processes. (English) Zbl 1240.90460
Optimal trunk reservation for an overloaded link. (English) Zbl 1202.90050
MSC:
90B15
New sufficient conditions for average optimality in continuous-time Markov decision processes. (English) Zbl 1203.90176
Policy iteration for continuous-time average reward Markov decision processes in Polish spaces. (English) Zbl 1192.90243
Ergodic control, bias, and sensitive discount optimality for Markov diffusion processes. (English) Zbl 1159.93034
Characterizations of overtaking optimality for controlled diffusion processes. (English) Zbl 1162.49025
Bias and overtaking optimality for continuous-time jump Markov decision processes in Polish spaces. (English) Zbl 1189.90187
Constrained continuous-time Markov decision processes with average criteria. (English) Zbl 1143.90033
Reviewer: Wiesław Kotarski (Sosnowiec)
A learning algorithm for communicating Markov decision processes with unknown transition matrices. (English) Zbl 1270.90097
Performance analysis of a fluid production/Inventory model with state-dependence. (English) Zbl 1172.90304
Bias optimality and strong \(n\) \((n= -1,0)\) discount optimality for Markov decision processes. (English) Zbl 1194.93226
Average optimality for continuous-time Markov decision processes in Polish spaces. (English) Zbl 1160.90010
A survey of recent results on continuous-time Markov decision processes (with comments and rejoinder). (English) Zbl 1278.90427
Bias optimality for continuous-time controlled Markov chains. (English) Zbl 1134.93049
Reviewer: Xianping Guo (Guangzhou)
Optimal control of ergodic continuous-time Markov chains with average sample-path rewards. (English) Zbl 1116.90108
The Laurent series, sensitive discount and Blackwell optimality for continuous-time controlled Markov chains. (English) Zbl 1077.93055
On average reward semi-Markov decision processes with a general multichain structure. (English) Zbl 1082.90130
Discounted multiarmed bandit problems on a collection of machines with varying speeds. (English) Zbl 1082.90044
A reinforcement learning algorithm based on policy iteration for average reward: Empirical results with yield management and convergence analysis. (English) Zbl 1067.68127
MSC:
68T05
A note on the convergence of policy iteration in Markov decision processes with compact action spaces. (English) Zbl 1082.90127
MSC:
90C40
Stability estimates in the problem of average optimal switching of a Markov chain. (English) Zbl 1116.90401
Approximate receding horizon approach for Markov decision processes: average reward case. (English) Zbl 1064.90051
Reviewer: Mariano Ruiz Espejo (Madrid)
Achieving target state-action frequencies in multichain average-reward Markov decision processes. (English) Zbl 1082.90579
The house-selling problem with reward rate criterion. (English) Zbl 1020.60027
Reviewer: K.Szajowski (Wrocław)
Average reward optimization theory for denumerable state spaces. (English) Zbl 1008.90068
Feinberg, Eugene A. et al., Handbook of Markov decision processes. Methods and applications. Boston: Kluwer Academic Publishers. Int. Ser. Oper. Res. Manag. Sci. 40, 153-172 (2002).
On average versus discounted reward temporal-difference learning. (English) Zbl 1014.68070
MSC:
68Q32
Controlled Markov set-chains with set-valued rewards – the average case. (English) Zbl 0994.90137
MSC:
90C40
A random walk model for a multi-component deteriorating system. (English) Zbl 1159.90352
Reviewer: Helmut Wegmann (Darmstadt)
The performance of index-based policies for bandit problems with stochastic machine availability. (English) Zbl 1017.90049
Index-based policies for discounted multi-armed bandits on parallel machines. (English) Zbl 1073.90568
Nonhomogeneous Markov decision processes with Borel state space – the average criterion with nonuniformly bounded rewards. (English) Zbl 1073.90569
MSC:
90C40
Average number of events and average reward. (English) Zbl 0974.60071
Reviewer: Allan Gut (Uppsala)
Model-free average reward multi-step reinforcement learning. (Chinese. English summary) Zbl 0968.68134
Markov perfect equilibrium existence for a class of undiscounted infinite-horizon dynamic games. (English) Zbl 0978.91013
On approximations of nonzero-sum uniformly continuous ergodic stochastic games. (English) Zbl 1050.91009
Almost optimal policies for stochastic systems which almost satisfy conservation laws. (English) Zbl 0970.90021
Nonstationary denumerable state Markov decision processes – with average variance criterion. (English) Zbl 1016.90071
State-action frequencies related to strategies in Markov decision processes. (English) Zbl 1016.90072
Butzer, P. L. (ed.) et al., Karl der Große und sein Nachwirken. 1200 Jahre Kultur und Wissenschaft in Europa. Band 2: Mathematisches Wissen. Turnhout: Brepols. 485-501 (1998).
MSC:
90C40
A time-average fuzzy reward criterion in fuzzy decision processes. (English) Zbl 0951.90056
MSC:
90C70
Total reward stochastic games and sensitive average reward strategies. (English) Zbl 0908.90278
MSC:
91A15
Avarage optimality in Markov games with general state space. (English) Zbl 0914.90261
Bank, Bernd (ed.) et al., Proceedings of the 3rd international conference on approximation and optimization in the Caribbean, Puebla, Mexico, October 8–13, 1995. Puebla: Benemérita Universidad Autónoma de Puebla, 17 p. (1997).
MSC:
90C40
Notes on variance in randomized reward Markov decision processes. (English) Zbl 0886.90176
MSC:
90C40
The LP approach in average reward MDPs with multiple cost constraints: The countable state case. (English) Zbl 0886.90174
A software for multi-objective Markov decision processes: The average reward case. (Japanese. English summary) Zbl 0865.90135
MSC:
90C40
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