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Markov Decision Processes: The Noncompetitive Case

  • Jerzy Filar
  • Koos Vrieze

Abstract

This chapter is devoted to the presentation of the basic theory of finite state/finite action Markov decision processes. Of course, in the context of this book, the entire subject of Markov decision processes forms only a special case of the competitive Markov decision processes, that is, Stochastic Games. Namely, this is the case where there is only one controller, and hence the underlying mathematical problem is “merely” an optimization problem.

Keywords

Markov Decision Process Hamiltonian Cycle Optimality Equation Dual Linear Program Markov Strategy 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer-Verlag New York, Inc. 1997

Authors and Affiliations

  • Jerzy Filar
    • 1
  • Koos Vrieze
    • 2
  1. 1.School of MathematicsUniversity of South AustraliaAdelaideAustralia
  2. 2.Department of MathematicsUniversity of LimburgMaastrichtThe Netherlands

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