Approximation of average cost Markov decision processes using empirical distributions and concentration inequalities (Q5265786)

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scientific article; zbMATH DE number 6467388
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Approximation of average cost Markov decision processes using empirical distributions and concentration inequalities
scientific article; zbMATH DE number 6467388

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    Approximation of average cost Markov decision processes using empirical distributions and concentration inequalities (English)
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    29 July 2015
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    Markov decision processes
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    long-run average cost
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    approximation of the optimal value and an optimal policy
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    concentration inequalities
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    Wasserstein distance
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