SEMI-MARKOV DECISION PROCESSES WITH COUNTABLE STATE SPACE AND COMPACT ACTION SPACE

نویسندگان

چکیده

برای دانلود رایگان متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Local Control of Interacting Markov Processes on Graphs with Compact State Space Local Control of Interacting Markov Processes on Graphs with Compact State Space

Discrete time Markov processes with multidimensional compact state space are considered where the coordinate processes are locally interacting and change their states synchronously. The interaction structure of the process is determined by some general graph. Decision makers control synchronuosly the system's behaviour on the coordinate level using only local information. Conditions are given w...

متن کامل

Uniform CLT for Markov chains with a countable state space

Let (S,G, P ) be a probability space and let F be a set of measurable functions on S with an envelope function F finite everywhere. Let X1, X2, ... be a strictly stationary sequence of random variables with distribution P , and define the empirical measures Pn, based on {Xi}, as Pn = n−1 ∑n i=1 δXi . We say the uniform CLT holds over F , if n 1 2 (Pn − P ) converges in law, in the space l∞(F ) ...

متن کامل

On Continuous Time Markov Games with Countable State Space

This paper is a continuation of our papers [61 and [71 and is concerned with a continuous time Markov game in which the state space is countable and the action spaces of player I and player n are compact metric spaces. In the game, the players continuously observe the state of the system and then choose actions. As a result, the reward is paid to player I from player n and the system moves to a...

متن کامل

State-space Dimensionality Reduction in Markov Decision Processes

Learning of autonomous agents during their interaction with the environment is one of the frequent tasks in machine learning. However, the efficiency of the learning process drops dramatically with the complexity of the problem domain. In this paper, we present a survey of existing methods for reduction of the dimensionality. These methods can help find efficient solutions to the reinforcement ...

متن کامل

Simplex Algorithm for Countable-State Discounted Markov Decision Processes

We consider discounted Markov Decision Processes (MDPs) with countably-infinite statespaces, finite action spaces, and unbounded rewards. Typical examples of such MDPs areinventory management and queueing control problems in which there is no specific limit on thesize of inventory or queue. Existing solution methods obtain a sequence of policies that convergesto optimality i...

متن کامل

ذخیره 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: Bulletin of Mathematical Statistics

سال: 1978

ISSN: 0007-4993

DOI: 10.5109/13122