Strong Uniform Value in Gambling Houses and Partially Observable Markov Decision Processes

DOI10.1137/15M1043340zbMath1346.90796arXiv1505.07495OpenAlexW365305493MaRDI QIDQ2818183

Xavier Venel, Bruno Ziliotto

Publication date: 6 September 2016

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1505.07495

zbMATH Keywords

dynamic programmingMarkov decision processesuniform valuepartial observationlong-run average payoff

Mathematics Subject Classification ID

Dynamic programming (90C39) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Markov and semi-Markov decision processes (90C40) Dynamical systems and their relations with probability theory and stochastic processes (37A50)

Related Items (4)

Finite-Memory Strategies in POMDPs with Long-Run Average Objectives ⋮ Maximizing the probability of visiting a set infinitely often for a countable state space Markov decision process ⋮ Regularity of dynamic opinion games ⋮ History-dependent Evaluations in Partially Observable Markov Decision Process

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