Incremental Value Iteration for Time-Aggregated Markov-Decision Processes

DOI10.1109/TAC.2007.908359MaRDI QIDQ5282301zbMATH OpenFDO

Authors Tao Sun, Peter B. Luh, Qianchuan Zhao

Publication date 27 July 2017

Published in IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/TAC.2007.908359

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40) Optimal stochastic control (93E20) Stochastic learning and adaptive control (93E35)

Cited in

(8)

• A unified approach to time-aggregated Markov decision processes
• Revenue management for operations with urgent orders
• A numerical study of Markov decision process algorithms for multi-component replacement problems
• Approximate Value Iteration with Temporally Extended Actions
• Solving average cost Markov decision processes by means of a two-phase time aggregation algorithm
• Time aggregated Markov decision processes via standard dynamic programming
• Solving Markov decision processes via state space decomposition and time aggregation
• Event-based optimization approach for solving stochastic decision problems with probabilistic constraint

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