A MINIMUM AVERAGE-VARIANCE IN MARKOV DECISION PROCESSES - Collections

＜journal article＞
A MINIMUM AVERAGE-VARIANCE IN MARKOV DECISION PROCESSES

Creator	Creator Name Kadota, Yoshinobu 門田, 良信 Affiliation Affiliation Name Department of Mathematics, Faculty of Education, Wakayama University 和歌山大学教育学部数学教育専攻
Language	English
Publisher	Research Association of Statistical Sciences
Publisher	統計科学研究会
Date	1997-03
Source Title	Bulletin of informatics and cybernetics
Vol	29
Issue	1
First Page	83
Last Page	89
Publication Type	Version of Record
Access Rights	open access
Crossref DOI	https://doi.org/10.5109/13463
Related DOI	Bulletin of informatics and cybernetics \|\| 29(1) \|\| p83-89
Related DOI	http://bic.math.kyushu-u.ac.jp/
Related URI	Bulletin of informatics and cybernetics \|\| 29(1) \|\| p83-89
Related URI	http://bic.math.kyushu-u.ac.jp/
Relation	Bulletin of informatics and cybernetics \|\| 29(1) \|\| p83-89
Relation	http://bic.math.kyushu-u.ac.jp/
Abstract	This paper is concerned with the averagevariance of Markov decision processes with countable states and finite actions. Sufficient conditions will be given to assure that there is a stationary determi...nistic policy which minimizes the average-variance in a class of the mean-optimal policies. The class of the policies is detetermined by the quantity of the actions which do not satisfy the meanoptimal equation.show more

File	FileType	Size	Views	Description
p083	pdf	347 KB	361