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 ...
In this paper we study the bias and the overtaking optimality criteria for continuous-time jump Markov decision processes in general state and action spaces. The corresponding transition rates are ...
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 ...
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