The control of a two-level Markov decision process by time aggregation

DOI10.1016/J.AUTOMATICA.2005.11.006MaRDI QIDQ2641752zbMATH OpenOpenAlexFDO

Authors Yat-Wah Wan, Cao, Xiren

Publication date 23 August 2007

Published in Automatica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.automatica.2005.11.006

zbMATH Keywords

coupled decisionsMarkov decision processesperformance potentialspolicy iterationtime aggregationtwo-level systems

Mathematics Subject Classification ID

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

Recommendations

• Time aggregated Markov decision processes via standard dynamic programming
• A time aggregation approach to Markov decision processes
• A methodology for computation reduction for specially structured large scale Markov decision problems
• Solving average cost Markov decision processes by means of a two-phase time aggregation algorithm
• Algorithms for aggregated limiting average Markov decision problems

Cites work

• A single sample path-based performance sensitivity formula for Markov chains
• A time aggregation approach to Markov decision processes
• A two-factor stochastic production model with two time scales
• Algorithms for singularly perturbed limiting average Markov control problems
• Control of singularly perturbed hybrid stochastic systems
• scientific article; zbMATH DE number 3736680 (Why is no real title available?)
• Multitime scale markov decision processes
• Performance gradient estimation for the very large finite Markov chains
• Perturbation realization, potentials, and sensitivity analysis of Markov processes
• Single sample path-based optimization of Markov chains
• Singulary perturbed Markov control problem: Limiting average cost
• The relations among potentials, perturbation analysis, and Markov decision processes

Cited in

(6)

• A time aggregation approach to Markov decision processes
• Solving average cost Markov decision processes by means of a two-phase time aggregation algorithm
• Temporal concatenation for Markov decision processes
• Power and delay optimisation in multi-hop wireless networks
• Exact decomposition approaches for Markov decision processes: a survey
• Time aggregated Markov decision processes via standard dynamic programming

This page was built for publication: The control of a two-level Markov decision process by time aggregation

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2641752)