Finite-state approximations to denumerable-state dynamic programs

DOI10.1016/0022-247X(71)90106-5zbMath0217.28403MaRDI QIDQ2546335

Yanyan Li

Publication date: 1971

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Mathematics Subject Classification ID

Stochastic systems and control (93E99)

Related Items (12)

Finite-state approximations for denumerable multidimensional state discounted Markov decision processes ⋮ Finite-state approximations for denumerable state discounted Markov decision processes ⋮ Approximation solution and suboptimality for discounted semi-markov decision problems with countable state space ⋮ Some basic concepts of numerical treatment of Markov decision models ⋮ A priori bounds for approximations of Markov programs ⋮ Finite-state approximations for denumerable-state infinite-horizon discounted Markov decision processes ⋮ Finite state approximation for denumerable-state infinite horizon contracted Markov decision processes: The policy space method ⋮ Conditions for characterizing the structure of optimal strategies in infinite-horizon dynamic programs ⋮ Solution of continuous-time markovian decision models using infinite linear programming ⋮ Discretizing dynamic programs ⋮ Finite state approximation algorithms for average cost denumerable state Markov decision processes ⋮ A stability result for linear Markovian stochastic optimization problems

Cites Work

• Unnamed Item
• Contraction Mappings in the Theory Underlying Dynamic Programming
• Turnpike Planning Horizons for a Markovian Decision Model
• Non-Discounted Denumerable Markovian Decision Models

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