• 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