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math.OC2021
Markov Decision Processes with Incomplete Information and Semi-Uniform Feller Transition Probabilities
Eugene A. Feinberg, Pavlo O. Kasyanov, Michael Z. Zgurovsky
This paper deals with control of partially observable discrete-time stochastic systems. It introduces and studies Markov Decision Processes with Incomplete Information and with sem…
math.PR2021
Semi-Uniform Feller Stochastic Kernels
Eugene A. Feinberg, Pavlo O. Kasyanov, Michael Z. Zgurovsky
This paper studies transition probabilities from a Borel subset of a Polish space to a product of two Borel subsets of Polish spaces. For such transition probabilities it introduce…
math.OC2021
Average Cost Markov Decision Processes with Semi-Uniform Feller Transition Probabilities
Eugene A. Feinberg, Pavlo O. Kasyanov, Michael Z. Zgurovsky
This paper studies average-cost Markov decision processes with semi-uniform Feller transition probabilities. This class of MDPs was recently introduced by the authors to study MDPs…