DocumentCode
1430291
Title
A probabilistic analysis of bias optimality in unichain Markov decision processes
Author
Lewis, Mark E. ; Puterman, Martin L.
Author_Institution
Dept. of Ind. & Oper. Eng., Michigan Univ., Ann Arbor, MI, USA
Volume
46
Issue
1
fYear
2001
fDate
1/1/2001 12:00:00 AM
Firstpage
96
Lastpage
100
Abstract
Focuses on bias optimality in unichain, finite state, and action-space Markov decision processes. Using relative value functions, we present methods for evaluating optimal bias, this leads to a probabilistic analysis which transforms the original reward problem into a minimum average cost problem. The result is an explanation of how and why bias implicitly discounts future rewards
Keywords
Markov processes; decision theory; discrete time systems; dynamic programming; optimal control; probability; queueing theory; action-space Markov decision processes; bias optimality; finite state Markov decision processes; future rewards; minimum average cost problem; optimal bias; probabilistic analysis; relative value functions; reward problem; unichain Markov decision processes; Business; Control systems; Cost function; Infinite horizon; Markov processes; Optimal control; Queueing analysis; Sections;
fLanguage
English
Journal_Title
Automatic Control, IEEE Transactions on
Publisher
ieee
ISSN
0018-9286
Type
jour
DOI
10.1109/9.898698
Filename
898698
Link To Document