DETECTING OPTIMAL AND NONOPTIMAL ACTIONS IN AVERAGE-COST MARKOV DECISION-PROCESSES

被引：2

作者：

LASSERRE, JB

机构：

来源：

JOURNAL OF APPLIED PROBABILITY | 1994年 / 31卷 / 04期

关键词：

POLICY ITERATION; LINEAR PROGRAMMING; ELIMINATION OF NONOPTIMAL ACTIONS;

D O I：

10.2307/3215322

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

We present two sufficient conditions for detection of optimal and non-optimal actions in (ergodic) average-cost MDPs. They are easily interpreted and can be implemented as detection tests in both policy iteration and linear programming methods. An efficient implementation of a recent new policy iteration scheme is discussed.

引用

页码：979 / 990

页数：12

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