Trading performance for stability in Markov decision processes

Trading performance for stability in Markov decision processes

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<p>We study controller synthesis problems for finite-state Markov decision processes, where the objective is to optimize the expected mean-payoff performance and stability (also known as variability in the literature). We argue that the basic notion of expressing the stability using the statis...

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Autors principals:	Brazdil, T, Chatterjee, K, Forejt, V, Kucera, A
Format:	Journal article
Publicat:	Elsevier 2016

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