Finite-state approximations for denumerable state discounted Markov decision processes
From MaRDI portal
Publication:1085078
DOI10.1007/BF01442225zbMath0606.90132MaRDI QIDQ1085078
Publication date: 1986
Published in: Applied Mathematics and Optimization (Search for Journal in Brave)
rate of convergencesuccessive approximationsasymptotic discount optimalitydenumerable state discounted Markov decision processesfinite-state approximationsgeneral conditions of convergenceunbounded rewards
Related Items (10)
Constrained discounted stochastic games ⋮ Nonzero-sum constrained discrete-time Markov games: the case of unbounded costs ⋮ Density estimation and adaptive control of Markov processes: Average and discounted criteria ⋮ Decentralized stochastic control ⋮ An optimal control approach to day-to-day congestion pricing for stochastic transportation networks ⋮ Asymptotic optimality and rates of convergence of quantized stationary policies in continuous-time Markov decision processes ⋮ Exact finite approximations of average-cost countable Markov decision processes ⋮ Unnamed Item ⋮ Unnamed Item ⋮ Approximations of Countably Infinite Linear Programs over Bounded Measure Spaces
Cites Work
- Finite state approximations for denumerable state infinite horizon discounted Markov decision processes with unbounded rewards
- Adaptive control of discounted Markov decision chains
- Finite-state approximations for denumerable-state infinite-horizon discounted Markov decision processes
- Markov programming by successive approximations with respect to weighted supremum norms
- Finite-state approximations to denumerable-state dynamic programs
- On Dynamic Programming with Unbounded Rewards
- Discrete Dynamic Programming with Unbounded Rewards
This page was built for publication: Finite-state approximations for denumerable state discounted Markov decision processes
