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math.OC2026
Markov Decision Processes of the Third Kind: Learning Distributions by Policy Gradient Descent
Nicole Bäuerle, Athanasios Vasileiadis
The goal of this paper is to analyze distributional Markov Decision Processes as a class of control problems in which the objective is to learn policies that steer the distribution…
math.OC2026
Policy stability and ultimate stationarity in discounted risk-sensitive stochastic control
Nicole Bäuerle, Nicole Bäuerle, Marcin Pitera +2
We study discrete-time Markov Decision Processes (MDPs) on finite state-action spaces and analyze the stability of optimal policies and value functions in the long-run discounted r…