Simulation‐based Uniform Value Function Estimates of Markov Decision Processes

DOI10.1137/040619508zbMath1119.90070OpenAlexW2084794933MaRDI QIDQ3593009

Rahul Jain, Pravin P. Varaiya

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

zbMATH Keywords

Markov decision processesPAC learningMarkov gamesempirical process theoryuniform rate of convergencevalue function estimation

Mathematics Subject Classification ID

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

Related Items (3)

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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