Controlling a Markov decision process with an abrupt change in the transition kernel

Keyphrases

• Change Detection 100%
• Abrupt Change 100%
• Markov Decision Process 100%
• Transition Kernel 100%
• Control Switching 100%
• Numerical Experiments 50%
• Detection Scheme 50%
• Controller 50%
• Detection Problem 50%
• Mode Change 50%
• Optimal Stopping 50%
• Threshold Type 50%
• Quickest Change Detection 50%
• Kernel Mode 50%
• Regret 50%
• Switching Policy 50%
• State-dependent Threshold 50%
• Approximating Sequence 50%
• Markovian Data 50%

Mathematics

• Markov Decision Process 100%
• Numerical Experiment 50%
• Optimal Stopping Problem 50%