• DocumentCode
    2255754
  • Title

    On occupation measures for total-reward MDPs

  • Author

    Denardo, Eric V. ; Feinberg, Eugene A. ; Rothblum, Uriel G.

  • Author_Institution
    Center for Syst. Sci., Yale Univ., New Haven, CT, USA
  • fYear
    2008
  • fDate
    9-11 Dec. 2008
  • Firstpage
    4460
  • Lastpage
    4465
  • Abstract
    This paper is based on our recent contribution that studies Markov decision processes (MDPs) with Borel state and action spaces and with the expected total rewards. The initial state distribution is fixed. According to, for a given randomized stationary policy, its occupation measure as a convex combination of occupation measures for simpler policies. If this is possible for a given policy, we say that the policy can be split. In particular, we are interested in splitting a randomized stationary policy into (nonrandomized) stationary policies or into a randomized stationary policies that are nonrandomized on a given subset of states. Though studies Borel-state MDPs with expected total rewards, some of its results are new for finite state and action discounted MDPs. This paper focuses on these results.
  • Keywords
    Markov processes; convex programming; decision theory; random processes; statistical distributions; Borel state; Markov decision process; convex programming; randomized stationary policy; statistical distribution; Engineering management; Extraterrestrial measurements; Industrial engineering; Space stations; Statistics; Sufficient conditions; Technology management; Terminology;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Decision and Control, 2008. CDC 2008. 47th IEEE Conference on
  • Conference_Location
    Cancun
  • ISSN
    0191-2216
  • Print_ISBN
    978-1-4244-3123-6
  • Electronic_ISBN
    0191-2216
  • Type

    conf

  • DOI
    10.1109/CDC.2008.4739426
  • Filename
    4739426