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Questions tagged [markov-decision-process]

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How to increase the total number of iterations it takes to converge a MDP?

I was reading about Policy Iteration. What are the factors that influence the total number of iterations the algorithm takes to converge? For a given MDP which converges in 3 iterations, what setting ...
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Validity of the argument in Puterman's MDP literature

I first posted this question on math stackexchange, but I think stats stackexchange would be more appropriate for the question. I'm reading Chapter 6 of Puterman's MDP :Discrete Stocastic Dynamic ...
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Zero Sum problem with MDP formulation and the difference with minimax approach

Suppose that we have formulate a zero sum game with MDP and Ua(s) and Ub(s) are the utilities of A and B in the s state. Suppose that all rewards and utilities are calculated from the A's point of ...
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How to model this as a POMDP?

I would like to fit a DLM to a dataset in R but I don't know the underlying transition matrices between states nor do I have a guess for the emission matrix (given a state, what responses should I see)...
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Uniqueness of the optimal value function for an MDP

Suppose we have a Markov decision process with a finite state set and a finite action set. We calculate the expected reward with a discount of $\gamma \in [0,1]$. In chapter 3.8 of the book "...