Sensitivity-based nested partitions for solving finite-horizon Markov decision processes

DOI10.1016/J.ORL.2017.07.006zbMATH Open1409.90216OpenAlexW2743239339MaRDI QIDQ1728313FDOQ1728313

Authors: Weiwei Chen 

Publication date: 22 February 2019

Published in: Operations Research Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.orl.2017.07.006

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zbMATH Keywords

Markov decision processesapproximate dynamic programmingsensitivity-based approachnested partitions

Mathematics Subject Classification ID

Approximation methods and heuristics in mathematical programming (90C59) Sensitivity, stability, parametric optimization (90C31) Markov and semi-Markov decision processes (90C40)

Cites Work

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• Perturbation realization, potentials, and sensitivity analysis of Markov processes
• Dynamic programming and optimal control. Vol. 1.
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• Approximate Dynamic Programming
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• An Adaptive Sampling Algorithm for Solving Markov Decision Processes
• A tutorial on event-based optimization -- a new optimization framework
• An optimization framework for product design
• A survey of some simulation-based algorithms for Markov decision processes
• Nested Partitions and Its Applications to the Intermodal Hub Location Problem
• On Solving Optimal Policies for Finite-Stage Event-Based Optimization

Cited In (1)

• Heuristic algorithm for nested Markov decision process: solution quality and computational complexity

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