An iterative procedure for nondiscounted discrete-time markov decisions
نویسندگان
چکیده
منابع مشابه
An Iterative Procedure for Constructing Subsolutions of Discrete-Time Optimal Control Problems
An iterative procedure for constructing subsolutions of deterministic or stochastic optimal control problems in discrete time with continuous state space is introduced. The procedure generates a non-decreasing sequence of subsolutions, giving true lower bounds on the minimal costs. Convergence of the values at any fixed initial state is shown. 2000 AMS subject classifications: 60J05, 90-08, 90C...
متن کاملArrival probability in the stochastic networks with an established discrete time Markov chain
The probable lack of some arcs and nodes in the stochastic networks is considered in this paper, and its effect is shown as the arrival probability from a given source node to a given sink node. A discrete time Markov chain with an absorbing state is established in a directed acyclic network. Then, the probability of transition from the initial state to the absorbing state is computed. It is as...
متن کاملOptimal Continuous Time Markov Decisions
In the context of Markov decision processes running in continuous time, one of the most intriguing challenges is the efficient approximation of finite horizon reachability objectives. A multitude of sophisticated model checking algorithms have been proposed for this. However, no proper benchmarking has been performed thus far. This paper presents a novel and yet simple solution: an algorithm, o...
متن کاملDiscrete Time Markov Processes
What follows is a quick survey of the main ingredients in the theory of discrete-time Markov processes. It is a birds' view, rather than the deenitive \state of the art." To maximize accessibility, the nomenclature of mathematical probability is avoided, although rigor is not sacriiced. To compensate, examples (and counterexamples) abound and the bibliography is annotated. Relevance to control ...
متن کاملCounterexample Generation for Discrete-Time Markov Models: An Introductory Survey
This paper is an introductory survey of available methods for the computation and representation of probabilistic counterexamples for discrete-time Markov chains and probabilistic automata. In contrast to traditional model checking, probabilistic counterexamples are sets of finite paths with a critical probability mass. Such counterexamples are not obtained as a by-product of model checking, bu...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Naval Research Logistics Quarterly
سال: 1974
ISSN: 0028-1441,1931-9193
DOI: 10.1002/nav.3800210415