Solving Finite-Horizon Discounted Non-Stationary MDPS
Markov Decision Processes (MDPs) are a powerful framework for modeling many real-world problems with finite-horizons that maximize the reward given a sequence of actions. Although many problems such as investment and financial market problems where the value of a reward decreases exponentially with...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Sciendo
2023-06-01
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| Series: | Folia Oeconomica Stetinensia |
| Subjects: | |
| Online Access: | https://doi.org/10.2478/foli-2023-0001 |