This paper provides a differential equation which relates the expected total discounted reward of a reward process to the expected total undiscounted reward ...

This paper provides a differential equation which relates the expected total discounted reward of a reward process to the expected total undiscounted reward.

Dynamic programming and Markov processes. John Wiley, 1960. [HP92]. Moshe Haviv and Martin L Puterman. “Estimating the value of a discounted reward process”.

Estimating the value of a discounted reward process · M. Haviv, M. Puterman · Published in Operations Research Letters 1 June 1992 · Mathematics.

Feb 15, 2020 · We propose a simple and efficient estimator called loop estimator that exploits the regenerative structure of Markov reward processes without ...

Estimating the value of a discounted reward process. Operations Research Let- ters 11(5): 267–272. ISSN 01676377. doi:10.1016/0167-. 6377(92)90002-K. Howard ...

We propose a simple and efficient estimator called loop estimator that exploits the regenerative structure of Markov reward processes without explicitly ...

Nov 19, 2023 · The value function V(s) estimates the expected cumulative reward from each state under the current policy. The Bellman Expectation Equation for ...

Loop Estimator for Discounted Values in Markov. Reward Processes. Falcon Z ... Parameters of the Markov reward process. I state space S B {1,··· ,S}. Page ...

Sep 8, 2024 · We propose a simple and efficient estimator called \emph{loop estimator} that exploits the regenerative structure of Markov reward processes ...