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A Sample Path Optimality Result for a Clas of Marcov Decision Processes

Presenter
March 27, 2007
MSRI
Keywords:
  • dynamical systems
  • stochastic analysis
  • control theory
  • error estimation
  • policy theory
  • Markov processes
  • Markov decision process
  • stochastic control
  • Azuma's inequality
  • game theory
MSC:
  • 35Q93
  • 35-xx
  • 60-xx
  • 60Jxx
  • 60Hxx
  • 93-xx
  • 93Exx
  • 28D20
  • 28Dxx
  • 90C40
  • 91B06
  • 91Bxx
  • 91-xx
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