Stochastic approximations of constrained discounted Markov decision processes
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Publication:2338706
DOI10.1016/j.jmaa.2013.12.016zbMath1308.90195OpenAlexW1992306408MaRDI QIDQ2338706
Tomás Prieto-Rumeau, François Dufour
Publication date: 27 March 2015
Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmaa.2013.12.016
constrained Markov decision processesapproximation of Markov decision processeslinear programming approach to control problems
Related Items (6)
Computable approximations for continuous-time Markov decision processes on Borel spaces based on empirical measures ⋮ From Infinite to Finite Programs: Explicit Error Bounds with Applications to Approximate Dynamic Programming ⋮ Approximation of discounted minimax Markov control problems and zero-sum Markov games using Hausdorff and Wasserstein distances ⋮ Dual-based methods for solving infinite-horizon nonstationary deterministic dynamic programs ⋮ Computable approximations for average Markov decision processes in continuous time ⋮ A perturbation approach to approximate value iteration for average cost Markov decision processes with Borel spaces and bounded costs
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