Markov decision processes approximation with coupled dynamics via Markov deterministic control systems

DOI10.1515/MATH-2023-0129MaRDI QIDQ6611476zbMATH OpenFDO

Authors Gustavo Portillo-Ramírez, Hugo Cruz-Suárez, Ruy López-Ríos, Rubén Blancas-Rivera

Publication date 26 September 2024

Published in Open Mathematics (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1515/MATH-2023-0129

zbMATH Keywords

convergence rateMarkov decision processessmall noise disturbance parameterstability indextotal discounted cost

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40) Discrete-time control/observation systems (93C55) Perturbations in control/observation systems (93C73) Optimal stochastic control (93E20)

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