Approximate receding horizon approach for Markov decision processes: average reward case
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Publication:1414220
DOI10.1016/S0022-247X(03)00506-7zbMath1064.90051MaRDI QIDQ1414220
Steven I. Marcus, Hyeong Soo Chang
Publication date: 20 November 2003
Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)
ergodicity; Markov decision process; receding horizon control; policy improvement; Infinite-horizon average reward
Related Items
On Bellman's principle with inequality constraints, Multi-policy improvement in stochastic optimization with forward recursive function criteria, A policy improvement method for constrained average Markov decision processes
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