Online Markov Decision Processes With Kullback–Leibler Control Cost

DOI10.1109/TAC.2014.2301558zbMath1360.90277arXiv1401.3198MaRDI QIDQ2983139

Rebecca Willett, Maxim Raginsky, Peng Guan

Publication date: 16 May 2017

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1401.3198

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Markov and semi-Markov decision processes (90C40)

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