Partially Observable Total-Cost Markov Decision Processes with Weakly Continuous Transition Probabilities

From MaRDI portal
Publication:2806825

DOI10.1287/moor.2015.0746zbMath1338.90445arXiv1401.2168OpenAlexW2963292203MaRDI QIDQ2806825

Eugene A. Feinberg, Pavlo O. Kasyanov, Michael Z. Zgurovsky

Publication date: 19 May 2016

Published in: Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1401.2168




Related Items (28)

Risk measurement and risk-averse control of partially observable discrete-time Markov systemsSTOCHASTIC SETUP-COST INVENTORY MODEL WITH BACKORDERS AND QUASICONVEX COST FUNCTIONSRobustness to Incorrect Priors and Controlled Filter Stability in Partially Observed Stochastic ControlMarkov Decision Processes with Incomplete Information and Semiuniform Feller Transition ProbabilitiesPartially observed discrete-time risk-sensitive mean field gamesSemi-uniform Feller stochastic kernelsEquivalent conditions for weak continuity of nonlinear filtersApproximate Nash Equilibria in Partially Observed Stochastic Games with Mean-Field InteractionsConvergence theorems for varying measures under convexity conditions and applicationsRobustness to Incorrect System Models in Stochastic ControlFatou's Lemma in Its Classical Form and Lebesgue's Convergence Theorems for Varying Measures with Applications to Markov Decision ProcessesA Universal Dynamic Program and Refined Existence Results for Decentralized Stochastic ControlOptimal Control of Partially Observable Piecewise Deterministic Markov ProcessesConvergence of probability measures and Markov decision models with incomplete informationAverage Cost Markov Decision Processes with Semi-Uniform Feller Transition ProbabilitiesRobustness to Approximations and Model Learning in MDPs and POMDPsUnnamed ItemUniform Fatou's lemmaWeak Feller property of non-linear filtersFatou's Lemma for Weakly Converging Measures under the Uniform Integrability ConditionStrong Uniform Value in Gambling Houses and Partially Observable Markov Decision ProcessesMDPs with setwise continuous transition probabilitiesA Fenchel-Moreau-Rockafellar type theorem on the Kantorovich-Wasserstein space with applications in partially observable Markov decision processesRobustness to Incorrect Priors in Partially Observed Stochastic ControlStochastic Comparative Statics in Markov Decision ProcessesConvergence for varying measuresContinuity of equilibria for two-person zero-sum games with noncompact action sets and unbounded payoffsOn the optimality equation for average cost Markov decision processes and its validity for inventory control



Cites Work


This page was built for publication: Partially Observable Total-Cost Markov Decision Processes with Weakly Continuous Transition Probabilities