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math.OC2026
Sub-optimality bounds for certainty equivalent policies in partially observed systems
Berk Bozkurt, Aditya Mahajan, Ashutosh Nayyar +1
In this paper, we present a generalization of the certainty equivalence principle of stochastic control. One interpretation of the classical certainty equivalence principle for lin…
math.OC2024
Model approximation in MDPs with unbounded per-step cost
Berk Bozkurt, Aditya Mahajan, Ashutosh Nayyar +1
We consider the problem of designing a control policy for an infinite-horizon discounted cost Markov decision process when we only have access to an approximate model…