A probabilistic analysis of bias optimality in unichain Markov decision processes

Citation
Me. Lewis et Ml. Puterman, A probabilistic analysis of bias optimality in unichain Markov decision processes, IEEE AUTO C, 46(1), 2001, pp. 96-100
Citations number
14
Categorie Soggetti
AI Robotics and Automatic Control
Journal title
IEEE TRANSACTIONS ON AUTOMATIC CONTROL
ISSN journal
00189286 → ACNP
Volume
46
Issue
1
Year of publication
2001
Pages
96 - 100
Database
ISI
SICI code
0018-9286(200101)46:1<96:APAOBO>2.0.ZU;2-S
Abstract
This paper focuses on bias optimality in unichain, finite state, and action -space Markov decision processes, Using relative value functions, we presen t new methods for evaluating optimal bias. This leads to a probabilistic an alysis which transforms the original reward problem into a minimum average cost problem. The result is an explanation of how and why bias implicitly d iscounts future rewards.