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Negenborn, R.R. (author), De Schutter, B. (author), Wiering, M.A. (author), Hellendoorn, H. (author)We propose the use of Model Predictive Control (MPC) for controlling systems described by Markov decision processes. First, we consider a straightforward MPC algorithm for Markov decision processes. Then, we propose value functions, a means to deal with issues arising in conventional MPC, e.g., computational requirements and sub-optimality of...report 2005