Markov decision processes (MDPs) and stochastic control constitute pivotal frameworks for modelling decision-making in systems subject to uncertainty. At their core, MDPs provide a structured means to ...
Mathematics of Operations Research, Vol. 22, No. 4 (Nov., 1997), pp. 872-885 (14 pages) The present work deals with the comparison of (discrete time) Markov decision processes (MDPs), which differ ...
We consider Markov decision processes with unknown transition probabilities and unknown single-period expected cost functions, and we study a method for estimating these quantities from historical or ...
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