Nonuniqueness versus Uniqueness of Optimal Policies in Convex Discounted Markov Decision Processes
Joint Authors
Salem-Silva, Francisco Sergio
Montes-de-Oca, Raúl
Lemus-Rodríguez, Enrique
Source
Journal of Applied Mathematics
Issue
Vol. 2013, Issue 2013 (31 Dec. 2013), pp.1-5, 5 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2013-03-27
Country of Publication
Egypt
No. of Pages
5
Main Subjects
Abstract EN
From the classical point of view, it is important to determine if in a Markov decision process (MDP), besides their existence, the uniqueness of the optimal policies is guaranteed.
It is well known that uniqueness does not always hold in optimization problems (for instance, in linear programming).
On the other hand, in such problems it is possible for a slight perturbation of the functional cost to restore the uniqueness.
In this paper, it is proved that the value functions of an MDP and its cost perturbed version stay close, under adequate conditions, which in some sense is a priority.
We are interested in the stability of Markov decision processes with respect to the perturbations of the cost-as-you-go function.
American Psychological Association (APA)
Montes-de-Oca, Raúl& Lemus-Rodríguez, Enrique& Salem-Silva, Francisco Sergio. 2013. Nonuniqueness versus Uniqueness of Optimal Policies in Convex Discounted Markov Decision Processes. Journal of Applied Mathematics،Vol. 2013, no. 2013, pp.1-5.
https://search.emarefa.net/detail/BIM-459176
Modern Language Association (MLA)
Montes-de-Oca, Raúl…[et al.]. Nonuniqueness versus Uniqueness of Optimal Policies in Convex Discounted Markov Decision Processes. Journal of Applied Mathematics No. 2013 (2013), pp.1-5.
https://search.emarefa.net/detail/BIM-459176
American Medical Association (AMA)
Montes-de-Oca, Raúl& Lemus-Rodríguez, Enrique& Salem-Silva, Francisco Sergio. Nonuniqueness versus Uniqueness of Optimal Policies in Convex Discounted Markov Decision Processes. Journal of Applied Mathematics. 2013. Vol. 2013, no. 2013, pp.1-5.
https://search.emarefa.net/detail/BIM-459176
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-459176