Markov decision with unknown transition law : the discounted case

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In this paper we consider some problems and results in the field of Markov decision processes with an incompletely known transition law. We consider the discounted total return under the Bayes criterion. We discuss easy-to-handle strategies which are optimal under some conditions for the average return case and also for some special models in the discounted total return case. Further we provide approximation methods to compute the optimal value.
Originele taal-2Engels
Plaats van productieEindhoven
UitgeverijTechnische Hogeschool Eindhoven
StatusGepubliceerd - 1978

Publicatie series

NaamMemorandum COSOR
Volume7816
ISSN van geprinte versie0926-4493

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