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25 Ekim 2016, 15:40 
Orta Doğu Teknik Üniversitesi Uygulamalı Matematik Enstitüsü SeminerleriControlled Markov Decision Processes with AVaR Criteria for Unbounded Cost Kerem Uğurlu
In this talk, we consider the control problem with the Average-Value-at-Risk (AVaR) criteria of the possibly unbounded L1-costs in infinite horizon on a Markov Decision Process (MDP). With a suitable state aggregation and by choosing a priori a global variable s heuristically, we show that there exist optimal policies for the infinite horizon problem for possibly unbounded costs.
Uygulamalı Matematik İngilizce Cryptology Lab. admin 20.03.2020 |
