Summary: SENSITIVE DISCOUNT OPTIMALITY VIA NESTED LINEAR PROGRAMS
FOR ERGODIC MARKOV DECISION PROCESSES
K.E. Avrachenkov
CIAM,
School of Mathematics,
University of South Australia,
The Levels, SA 5095, Australia,
e­mails: K.Avrachenkov@unisa.edu.au
E. Altman
INRIA,
2004 Route des Lucioles,
B. P. 93, 06902,
Sophia­Antipolis Cedex, France,
e­mail: Eitan.Altman@sophia.inria.fr
ABSTRACT
In this paper we discuss the sensitive discount opti­
mality for Markov decision processes. The n­discount
optimality is a refined selective criterion, that is a
generalization of the average optimality and the bias
optimality. Our approach is based on the system of

Source: Avrachenkov, Konstantin - INRIA Sophia Antipolis

Collections: Computer Technologies and Information Sciences