Simulation‐based Uniform Value Function Estimates of Markov Decision Processes

DOI10.1137/040619508zbMATH Open1119.90070OpenAlexW2084794933MaRDI QIDQ3593009FDOQ3593009

Pravin Varaiya, Rahul Jain

Publication date: 24 September 2007

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/040619508

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zbMATH Keywords

Markov decision processesMarkov gamesPAC learningempirical process theoryuniform rate of convergencevalue function estimation

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Empirical decision procedures; empirical Bayes procedures (62C12) Markov and semi-Markov decision processes (90C40)

Cited In (6)

• A survey of some simulation-based algorithms for Markov decision processes
• CONVERGENCE OF SIMULATION-BASED POLICY ITERATION
• Title not available (Why is that?)
• Simulation-based optimization of Markov decision processes: an empirical process theory approach
• Near optimality of quantized policies in stochastic control under weak continuity conditions
• Empirical dynamic programming

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