Monotone optimal control for a class of Markov decision processes
This paper provides a unified framework to study monotone optimal control for a class of Markov decision processes through D-multimodularity. We demonstrate that each system in this class can be classified as either a substitution-type or a complement-type system according to the possible transition...
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| المؤلفون الرئيسيون: | , |
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| مؤلفون آخرون: | |
| التنسيق: | مقال |
| اللغة: | English |
| منشور في: |
2013
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| الموضوعات: | |
| الوصول للمادة أونلاين: | https://hdl.handle.net/10356/102555 http://hdl.handle.net/10220/11277 |
| الوسوم: |
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| الملخص: | This paper provides a unified framework to study monotone optimal control for a class of Markov decision processes through D-multimodularity. We demonstrate that each system in this class can be classified as either a substitution-type or a complement-type system according to the possible transition set, which can be used as a classification mechanism that integrates a variety of models in the literature. We develop a generic proof of the structural properties of both types of system. In particular, we show that D-multimodularity is a generally sufficient condition for monotone optimal control of different types of system in this class. With this unified theory, there is no need to pursue each problem ad hoc and the structural properties of this class of MDPs follow with ease. |
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