Simulation-based algorithms for Markov decision processes.

zbMath1155.90002MaRDI QIDQ870662

Jiaqiao Hu, Steven I. Marcus, Michael C. Fu, Hyeong Soo Chang

Publication date: 13 March 2007

Published in: Communications and Control Engineering (Search for Journal in Brave)

zbMATH Keywords

algorithmsimulationdiscountingoptimal policyMarkov decisin process

Mathematics Subject Classification ID

Approximation methods and heuristics in mathematical programming (90C59) Markov and semi-Markov decision processes (90C40) Research exposition (monographs, survey articles) pertaining to operations research and mathematical programming (90-02)

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