Trading performance for stability in Markov decision processes

Trading performance for stability in Markov decision processes

Εμφάνιση άλλων εκδόσεων (1)

<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...

Πλήρης περιγραφή

Λεπτομέρειες βιβλιογραφικής εγγραφής
Κύριοι συγγραφείς:	Brazdil, T, Chatterjee, K, Forejt, V, Kucera, A
Μορφή:	Journal article
Έκδοση:	Elsevier 2016

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