Single sample path-based optimization of Markov chains
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Publication:1289394
DOI10.1023/A:1022634422482zbMath0949.90092OpenAlexW1497026160MaRDI QIDQ1289394
Publication date: 28 November 2000
Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1023/a:1022634422482
Related Items (7)
A time aggregation approach to Markov decision processes ⋮ Potential-based least-squares policy iteration for a parameterized feedback control system ⋮ The control of a two-level Markov decision process by time aggregation ⋮ Generalized estimates for performance sensitivities of stochastic systems ⋮ Temporal difference-based policy iteration for optimal control of stochastic systems ⋮ A unified approach to Markov decision problems and performance sensitivity analysis with discounted and average criteria: multichain cases ⋮ Basic ideas for event-based optimization of Markov systems
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- Discrete-Time Controlled Markov Processes with Average Cost Criterion: A Survey
- Likelihood ratio gradient estimation for stochastic recursions
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