A time aggregation approach to Markov decision processes
From MaRDI portal
Publication:1614322
DOI10.1016/S0005-1098(01)00282-5zbMath1026.93054MaRDI QIDQ1614322
Cao, Xiren, Shalabh Bhatnagar, Steven I. Marcus, Zhiyuan Ren, Michael C. Fu
Publication date: 5 September 2002
Published in: Automatica (Search for Journal in Brave)
93C55: Discrete-time control/observation systems
93E10: Estimation and detection in stochastic control theory
93E20: Optimal stochastic control
90C40: Markov and semi-Markov decision processes
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