Adaptive Policies in Markov Decision Processes with Uncertain Transition Matrices

DOI10.1080/02522667.1983.10698747zbMath0516.90077OpenAlexW2321325624MaRDI QIDQ3664853

Masami Kurano

Publication date: 1983

Published in: Journal of Information and Optimization Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02522667.1983.10698747

zbMATH Keywords

Bayesian analysisadaptive policyaverage caseoptimal adaptive policyepsilon-optimal policydiscounted caseuncertain transition matriceslearning policynon-Bayesian analysis

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40)

Related Items (3)

A unified approach to adaptive control of average reward Markov decision processes ⋮ Adaptive policy-iteration and policy-value-iteration for discounted Markov decision processes ⋮ Unnamed Item

Cites Work

• Unnamed Item
• Adaptive policies for Markov renewal programs
• On Sequential Decisions and Markov Chains
• Bayesian dynamic programming
• Discounted Dynamic Programming
• An Optimality Condition for Discrete Dynamic Programming with no Discounting

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