We consider the problem of solving a nonhomogeneous infinite horizon Markov Decision Process (MDP) problem in the general case of potentially multiple optimal first period polic...
Torpong Cheevaprawatdomrong, Irwin E. Schochetman,...
We give an optimal dynamic programming algorithm to solve a class of finite-horizon decentralized Markov decision processes (MDPs). We consider problems with a broadcast informati...
In this paper, we present a new algorithm that integrates recent advances in solving continuous bandit problems with sample-based rollout methods for planning in Markov Decision P...
Christopher R. Mansley, Ari Weinstein, Michael L. ...
A Markov Decision Process (MDP) is a general model for solving planning problems under uncertainty. It has been extended to multiobjective MDP to address multicriteria or multiagen...
In multiple criteria Markov Decision Processes (MDP) where multiple costs are incurred at every decision point, current methods solve them by minimising the expected primary cost ...