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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Formato: | Objeto de conferencia |
Lenguaje: | Inglés |
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2014
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Acceso en línea: | http://sedici.unlp.edu.ar/handle/10915/41704 http://43jaiio.sadio.org.ar/proceedings/SIO/17.pdf |
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I19-R120-10915-41704 |
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institution |
Universidad Nacional de La Plata |
institution_str |
I-19 |
repository_str |
R-120 |
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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 |
work_keys_str_mv |
AT dellavecchiaeugenio dynamicprogrammingforvariablediscountedmarkovdecisionproblems AT dimarcosilvia dynamicprogrammingforvariablediscountedmarkovdecisionproblems AT vidalfernando dynamicprogrammingforvariablediscountedmarkovdecisionproblems |
bdutipo_str |
Repositorios |
_version_ |
1764820472815419396 |