Identification of Optimal Policies in Markov Decision Processes
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F67985556%3A_____%2F10%3A00346161" target="_blank" >RIV/67985556:_____/10:00346161 - isvavai.cz</a>
Result on the web
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DOI - Digital Object Identifier
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Alternative languages
Result language
angličtina
Original language name
Identification of Optimal Policies in Markov Decision Processes
Original language description
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.
Czech name
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Czech description
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Classification
Type
J<sub>x</sub> - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)
CEP classification
BB - Applied statistics, operational research
OECD FORD branch
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Result continuities
Project
Result was created during the realization of more than one project. More information in the Projects tab.
Continuities
Z - Vyzkumny zamer (s odkazem do CEZ)
Others
Publication year
2010
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Name of the periodical
Kybernetika
ISSN
0023-5954
e-ISSN
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Volume of the periodical
46 2010
Issue of the periodical within the volume
3
Country of publishing house
CZ - CZECH REPUBLIC
Number of pages
13
Pages from-to
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UT code for WoS article
000280425000019
EID of the result in the Scopus database
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