Error bounds for stochastic shortest path problems

DOI10.1007/S00186-017-0581-5MaRDI QIDQ2408892zbMATH OpenOpenAlexFDO

Authors Eric A. Hansen

Publication date 10 October 2017

Published in Mathematical Methods of Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00186-017-0581-5

zbMATH Keywords

dynamic programmingMarkov decision process

Mathematics Subject Classification ID

Dynamic programming (90C39) Markov and semi-Markov decision processes (90C40)

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Cites work

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• Stochastic Shortest Path Games

Cited in

(4)

• Error bounds of optimization algorithms for semi-Markov decision processes
• On the Speed of Convergence of Value Iteration on Stochastic Shortest-Path Problems
• Error bounds for approximations from projected linear equations
• Error Bounds and Limiting Behavior of Weighted Paths Associated with the SDP Map X1/2SX1/2

Describes a project that uses

Uses Software

• PRISM

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