Abstract— In this paper, we consider a class of continuoustime, continuous-space stochastic optimal control problems. Building upon recent advances in Markov chain approximation ...
The policy optimization problem for dynamic power management has received considerable attention in the recent past. We formulate policy optimization as a constrained optimization...
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...
In ergodic MDPs we consider stationary distributions of policies that coincide in all but n states, in which one of two possible actions is chosen. We give conditions and formulas...
The unichain classification problem detects whether a finite state and action MDP is unichain under all deterministic policies. This problem is NP-hard [11]. This paper provides p...