DocumentCode
2254924
Title
Polynomial classification algorithms for Markov decision processes
Author
Feinberg, Eugene A. ; Yang, Fenghsu
Author_Institution
Dept. of Appl. Math & Stat., State Univ. of New York at Stony Brook, Stony Brook, NY, USA
fYear
2008
fDate
9-11 Dec. 2008
Firstpage
4485
Lastpage
4490
Abstract
The unichain classification problem detects whether an MDP with finite states and actions is unichain or not under all deterministic policies. This problem has been proven to be NP-hard. This paper provides polynomial algorithms for this problem while there exists a state in an MDP, which is either recurrent under all deterministic policies or absorbing under some action.
Keywords
Markov processes; optimisation; pattern classification; polynomials; Markov decision processes; NP-hard problem; polynomial classification algorithms; unichain classification problem; Classification algorithms; Inventory control; Polynomials; State-space methods; Statistics; Stochastic processes;
fLanguage
English
Publisher
ieee
Conference_Titel
Decision and Control, 2008. CDC 2008. 47th IEEE Conference on
Conference_Location
Cancun
ISSN
0191-2216
Print_ISBN
978-1-4244-3123-6
Electronic_ISBN
0191-2216
Type
conf
DOI
10.1109/CDC.2008.4739391
Filename
4739391
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