A note on deterministic approximation of discounted Markov decision processes
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Publication:1033081
DOI10.1016/j.aml.2009.01.039zbMath1173.90578OpenAlexW2071435611MaRDI QIDQ1033081
Hugo Cruz-Suárez, Evgueni I. 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
rate of convergenceMarkov decision processdeterministic approximationKantorovich metrictotal discounted cost
Cites Work
- An estimate of the stability of optimal control of certain stochastic and deterministic systems
- Small noise asymptotics for a stochastic growth model
- Discounted cost optimality problem: Stability with respect to weak metrics
- Robustness inequality for Markov control processes with unbounded costs
- Asymptotic methods for aggregate growth models
- Mass transportation problems. Vol. 1: Theory. Vol. 2: Applications
- Conditions for the uniqueness of optimal policies of discounted Markov decision processes
- Deterministic Approximation for Stochastic Control Problems
- Stochastic Control for Small Noise Intensities
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