The $n$th-Order Bias Optimality for Multichain Markov Decision Processes

DOI10.1109/TAC.2007.915168zbMath1367.90111MaRDI QIDQ4974149

Junyu Zhang, Xi-Ren Cao

Publication date: 8 August 2017

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

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Stochastic learning and adaptive control (93E35) Markov and semi-Markov decision processes (90C40)

Related Items (8)

Optimization of Markov decision processes under the variance criterion ⋮ Mean-variance optimization of discrete time discounted Markov decision processes ⋮ Finding optimal memoryless policies of POMDPs under the expected average reward criterion ⋮ Stochastic control via direct comparison ⋮ Completion-of-squares: revisited and extended ⋮ Continuous-time Markov decision processes with \(n\)th-bias optimality criteria ⋮ A Sensitivity‐Based Construction Approach to Variance Minimization of Markov Decision Processes ⋮ Bias optimality for multichain continuous-time Markov decision processes

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