Abstract— This paper deals with the long run average continuous control problem of piecewise deterministic Markov processes (PDMP‘s) taking values in a general Borel space and ...
Formal analysis of decentralized decision making has become a thriving research area in recent years, producing a number of multi-agent extensions of Markov decision processes. Wh...
Markov decision processes (MDPs) are controllable discrete event systems with stochastic transitions. The payoff received by the controller can be evaluated in different ways, dep...
For a countable-state Markov decision process we introduce an embedding which produces a finite-state Markov decision process. The finite-state embedded process has the same optim...