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  • In this note we focus attention on identifying optimal policies and on elimination suboptimal policies minimizing optimality criteria in discrete-time Markov decision processes with finite state space and compact action set. We present unified approach to value iteration algorithms that enables to generate lower and upper bounds on optimal values, as well as on the current policy. Using the modified value iterations it is possible to eliminate suboptimal actions and to identify an optimal policy or nearly optimal policies in a finite number of steps without knowing precise values of the performance function.
  • In this note we focus attention on identifying optimal policies and on elimination suboptimal policies minimizing optimality criteria in discrete-time Markov decision processes with finite state space and compact action set. We present unified approach to value iteration algorithms that enables to generate lower and upper bounds on optimal values, as well as on the current policy. Using the modified value iterations it is possible to eliminate suboptimal actions and to identify an optimal policy or nearly optimal policies in a finite number of steps without knowing precise values of the performance function. (en)
Title
  • Identification of Optimal Policies in Markov Decision Processes
  • Identification of Optimal Policies in Markov Decision Processes (en)
skos:prefLabel
  • Identification of Optimal Policies in Markov Decision Processes
  • Identification of Optimal Policies in Markov Decision Processes (en)
skos:notation
  • RIV/67985556:_____/10:00346161!RIV11-GA0-67985556
http://linked.open...avai/riv/aktivita
http://linked.open...avai/riv/aktivity
  • P(GA402/07/1113), P(GA402/08/0107), Z(AV0Z10750506)
http://linked.open...iv/cisloPeriodika
  • 3
http://linked.open...vai/riv/dodaniDat
http://linked.open...aciTvurceVysledku
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http://linked.open...dnocenehoVysledku
  • 262715
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  • RIV/67985556:_____/10:00346161
http://linked.open...riv/jazykVysledku
http://linked.open.../riv/klicovaSlova
  • finite state Markov decision processes; discounted and average costs; elimination of suboptimal policies (en)
http://linked.open.../riv/klicoveSlovo
http://linked.open...odStatuVydavatele
  • CZ - Česká republika
http://linked.open...ontrolniKodProRIV
  • [9E552BEEDBAB]
http://linked.open...i/riv/nazevZdroje
  • Kybernetika
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http://linked.open...ichTvurcuVysledku
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http://linked.open...vavai/riv/projekt
http://linked.open...UplatneniVysledku
http://linked.open...v/svazekPeriodika
  • 46 2010
http://linked.open...iv/tvurceVysledku
  • Sladký, Karel
http://linked.open...ain/vavai/riv/wos
  • 000280425000019
http://linked.open...n/vavai/riv/zamer
issn
  • 0023-5954
number of pages
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