bibtype J - Journal Article
ARLID 0346161
utime 20240903170621.6
mtime 20100914235959.9
WOS 000280425000019
title (primary) (eng) Identification of Optimal Policies in Markov Decision Processes
specification
page_count 13 s.
serial
ARLID cav_un_epca*0297163
ISSN 0023-5954
title Kybernetika
volume 3 (2010)
page_num 558-570
publisher
name Ústav teorie informace a automatizace AV ČR, v. v. i.
keyword finite state Markov decision processes
keyword discounted and average costs
keyword elimination of suboptimal policies
author (primary)
ARLID cav_un_auth*0101196
name1 Sladký
name2 Karel
full_dept (cz) Ekonometrie
full_dept (eng) Department of Econometrics
department (cz) E
department (eng) E
institution UTIA-B
full_dept Department of Econometrics
fullinstit Ústav teorie informace a automatizace AV ČR, v. v. i.
source
url http://library.utia.cas.cz/separaty/2010/E/sladky-identification of optimal policies in markov decision processes.pdf
cas_special
project
project_id GA402/08/0107
agency GA ČR
country CZ
ARLID cav_un_auth*0240545
project
project_id GA402/07/1113
agency GA ČR
ARLID cav_un_auth*0228801
research CEZ:AV0Z10750506
abstract (eng) 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.
action
ARLID cav_un_auth*0263053
name International Conference on Mathematical Methods in Economy and Industry
place České Budějovice
dates 15.06.2009-18.06.2009
country CZ
reportyear 2011
RIV BB
mrcbC52 4 O 4o 20231122134115.3
permalink http://hdl.handle.net/11104/0187257
mrcbT16-e COMPUTERSCIENCECYBERNETICS
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mrcbT16-4 Q2
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mrcbT16-D Q3
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arlyear 2010
mrcbTft \nSoubory v repozitáři: 0346161.pdf
mrcbU34 000280425000019 WOS
mrcbU63 cav_un_epca*0297163 Kybernetika 0023-5954 46 2010 č. 3 2010 558 570 Ústav teorie informace a automatizace AV ČR, v. v. i.