A note on deterministic approximation of discounted Markov decision processes

DOI10.1016/J.AML.2009.01.039MaRDI QIDQ1033081zbMATH OpenOpenAlexFDO

Authors Hugo Cruz-Suárez, Evgueni Gordienko, Raúl Montes-de-Oca

Publication date 6 November 2009

Published in Applied Mathematics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.aml.2009.01.039

zbMATH Keywords

rate of convergenceMarkov decision processdeterministic approximationKantorovich metrictotal discounted cost

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40)

Recommendations

• Approximation of infinite horizon discounted cost Markov decision processes
• Pointwise approximations of discounted Markov decision processes to optimal policies
• Numerical approximations for discounted continuous time Markov decision processes
• Denumerable Constrained Markov Decision Processes and Finite Approximations
• Estimates of stability of Markov control processes with unbounded costs.

Cites work

• An estimate of the stability of optimal control of certain stochastic and deterministic systems
• Asymptotic methods for aggregate growth models
• Conditions for the uniqueness of optimal policies of discounted Markov decision processes
• Deterministic Approximation for Stochastic Control Problems
• Discounted cost optimality problem: Stability with respect to weak metrics
• Mass transportation problems. Vol. 1: Theory. Vol. 2: Applications
• Robustness inequality for Markov control processes with unbounded costs
• Small noise asymptotics for a stochastic growth model
• Stochastic Control for Small Noise Intensities

Cited in

(12)

• Estimate and approximate policy iteration algorithm for discounted Markov decision models with bounded costs and Borel spaces
• Markov decision processes approximation with coupled dynamics via Markov deterministic control systems
• scientific article; zbMATH DE number 3871063 (Why is no real title available?)
• scientific article; zbMATH DE number 6712781 (Why is no real title available?)
• An envelope theorem and some applications to discounted Markov decision processes
• Block-successive approximation for a discounted Markov decision model
• scientific article; zbMATH DE number 3900544 (Why is no real title available?)
• Fluid approximations to Markov decision processes with local transitions
• Discounted deterministic Markov decision processes and discounted all-pairs shortest paths
• A limit theorem for Markov decision processes
• Stochastic approximations of constrained discounted Markov decision processes
• An Approximation Approach for the Deviation Matrix of Continuous-Time Markov Processes with Application to Markov Decision Theory

This page was built for publication: A note on deterministic approximation of discounted Markov decision processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1033081)