We consider Markov decision processes with unknown transition probabilities and unknown single-period expected cost functions, and we study a method for estimating these quantities from historical or ...
Markov decision processes (MDPs) and stochastic control constitute pivotal frameworks for modelling decision-making in systems subject to uncertainty. At their core, MDPs provide a structured means to ...
This is a preview. Log in through your library . Abstract We prove that the classic policy-iteration method [Howard, R. A. 1960. Dynamic Programming and Markov Processes. MIT, Cambridge] and the ...
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