337 search results - page 2 / 68 » Mean-Variance Optimization in Markov Decision Processes |
AUTOMATICA
2008
13 years 7 months ago
2008
For a countable-state Markov decision process we introduce an embedding which produces a finite-state Markov decision process. The finite-state embedded process has the same optim...
ECAI
2004
Springer
14 years 1 months ago
2004
Springer
In the past, Markov Decision Processes (MDPs) have become a standard for solving problems of sequential decision under uncertainty. The usual request in this framework is the compu...
CORR
2010
Springer
13 years 7 months ago
2010
Springer
We study the convergence of Markov Decision Processes made of a large number of objects to optimization problems on ordinary differential equations (ODE). We show that the optimal...
MDAI
2005
Springer
14 years 1 months ago
2005
Springer
We formulate a fuzzy perceptive model for Markov decision processes with discounted payoff in which the perception for transition probabilities is described by fuzzy sets. Our aim...
ICML
2007
IEEE
14 years 8 months ago
2007
IEEE
Markov decision processes are an effective tool in modeling decision-making in uncertain dynamic environments. Since the parameters of these models are typically estimated from da...