Dynamic programming for variable discounted Markov decision problems

We study the existence of optimal strategies and value function of non stationary Markov decision processes under variable discounted criteria, when the action space is assumed to be Borel and the action space to be compact. With this new way of defining the value of a policy, we show existence of M...

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Autores principales: Della Vecchia, Eugenio, Di Marco, Silvia, Vidal, Fernando
Formato: Objeto de conferencia
Lenguaje:Inglés
Publicado: 2014
Materias:
Acceso en línea:http://sedici.unlp.edu.ar/handle/10915/41704
http://43jaiio.sadio.org.ar/proceedings/SIO/17.pdf
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id I19-R120-10915-41704
record_format dspace
institution Universidad Nacional de La Plata
institution_str I-19
repository_str R-120
collection SEDICI (UNLP)
language Inglés
topic Ciencias Informáticas
Markov decision processes
variable discount factor
Programming Environments
Decision problems
dynamic programming
spellingShingle Ciencias Informáticas
Markov decision processes
variable discount factor
Programming Environments
Decision problems
dynamic programming
Della Vecchia, Eugenio
Di Marco, Silvia
Vidal, Fernando
Dynamic programming for variable discounted Markov decision problems
topic_facet Ciencias Informáticas
Markov decision processes
variable discount factor
Programming Environments
Decision problems
dynamic programming
description We study the existence of optimal strategies and value function of non stationary Markov decision processes under variable discounted criteria, when the action space is assumed to be Borel and the action space to be compact. With this new way of defining the value of a policy, we show existence of Markov deterministic optimal policies in the finite-horizon case, and a recursive method to obtain such ones. For the infinite horizon problem we characterize the value function and show existence of stationary deterministic policies. The approach presented is based on the use of adequate dynamic programming operators.
format Objeto de conferencia
Objeto de conferencia
author Della Vecchia, Eugenio
Di Marco, Silvia
Vidal, Fernando
author_facet Della Vecchia, Eugenio
Di Marco, Silvia
Vidal, Fernando
author_sort Della Vecchia, Eugenio
title Dynamic programming for variable discounted Markov decision problems
title_short Dynamic programming for variable discounted Markov decision problems
title_full Dynamic programming for variable discounted Markov decision problems
title_fullStr Dynamic programming for variable discounted Markov decision problems
title_full_unstemmed Dynamic programming for variable discounted Markov decision problems
title_sort dynamic programming for variable discounted markov decision problems
publishDate 2014
url http://sedici.unlp.edu.ar/handle/10915/41704
http://43jaiio.sadio.org.ar/proceedings/SIO/17.pdf
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