51 citations · 233 across the 19 of their papers we have counts for
9 papers · 1 filter
On Strategic Measures and Optimality Properties in Discrete-Time Stochastic Control with Universally Measurable Policies
Huizhen Yu
This paper concerns discrete-time infinite-horizon stochastic control systems with Borel state and action spaces and universally measurable policies. We study optimization problems…
Average-Cost Optimality Results for Borel-Space Markov Decision Processes with Universally Measurable Policies
Huizhen Yu
We consider discrete-time Markov Decision Processes with Borel state and action spaces and universally measurable policies. For several long-run average cost criteria, we establish…
Average Cost Optimality Inequality for Markov Decision Processes with Borel Spaces and Universally Measurable Policies
Huizhen Yu
We consider average-cost Markov decision processes (MDPs) with Borel state and action spaces and universally measurable policies. For the nonnegative cost model and an unbounded co…
On Linear Programming for Constrained and Unconstrained Average-Cost Markov Decision Processes with Countable Action Spaces and Strictly Unbounded Costs
Huizhen Yu
We consider the linear programming approach for constrained and unconstrained Markov decision processes (MDPs) under the long-run average cost criterion, where the class of MDPs in…
On the Minimum Pair Approach for Average-Cost Markov Decision Processes with Countable Discrete Action Spaces and Strictly Unbounded Costs
Huizhen Yu
We consider average-cost Markov decision processes (MDPs) with Borel state spaces, countable, discrete action spaces, and strictly unbounded one-stage costs. For the minimum pair a…
On Markov Decision Processes with Borel Spaces and an Average Cost Criterion
Huizhen Yu
We consider average-cost Markov decision processes (MDPs) with Borel state and action spaces and universally measurable policies. For the nonnegative cost model and an unbounded co…
Stochastic Shortest Path Games and Q-Learning
Huizhen Yu
We consider a class of two-player zero-sum stochastic games with finite state and compact control spaces, which we call stochastic shortest path (SSP) games. They are undiscounted…
On Convergence of Value Iteration for a Class of Total Cost Markov Decision Processes
Huizhen Yu
We consider a general class of total cost Markov decision processes (MDP) in which the one-stage costs can have arbitrary signs, but the sum of the negative parts of the one-stage…
A Mixed Value and Policy Iteration Method for Stochastic Control with Universally Measurable Policies
Huizhen Yu, Dimitri P. Bertsekas
We consider stochastic control models with Borel spaces and universally measurable policies. For such models the standard policy iteration is known to have difficult measurability…