A unified approach to time-aggregated Markov decision processes

DOI10.1016/J.AUTOMATICA.2015.12.022zbMATH Open1335.93149OpenAlexW2293893700MaRDI QIDQ259403FDOQ259403

Authors Yanjie Li, Xinyu Wu

Publication date 11 March 2016

Published in Automatica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.automatica.2015.12.022

zbMATH Keywords

Markov decision processperformance sensitivitysemi-Markov decision processtime aggregation

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40) Optimal stochastic control (93E20)

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• A time aggregation approach to Markov decision processes
• Continuous-time Markov decision processes. Theory and applications
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• Markov decision Processes with fractional costs
• Performance gradient estimation for the very large finite Markov chains
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• Semi-markov decision problems and performance sensitivity analysis
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Cited in

(6)

• A time aggregation approach to Markov decision processes
• Time aggregated Markov decision processes via standard dynamic programming
• A unified approach to Markov decision problems and performance sensitivity analysis with discounted and average criteria: multichain cases
• Coupling based estimation approaches for the average reward performance potential in Markov chains
• Sliding mode control for semi-Markovian jump systems via output feedback
• Solving average cost Markov decision processes by means of a two-phase time aggregation algorithm

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