Computable approximations for continuous-time Markov decision processes on Borel spaces based on empirical measures
From MaRDI portal
Publication:302091
DOI10.1016/j.jmaa.2016.05.055zbMath1338.93397OpenAlexW2414220426MaRDI QIDQ302091
Tomás Prieto-Rumeau, Jonatha Anselmi, François Dufour
Publication date: 4 July 2016
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.2016.05.055
\(\epsilon\)-optimal policyapproximation of the optimal value functioncontinuous-time Markov decision processespiecewise Lipschitz continuous control models
Continuous-time Markov processes on general state spaces (60J25) Optimal stochastic control (93E20) Markov and semi-Markov decision processes (90C40)
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