Approximation of infinite horizon discounted cost Markov decision processes

DOI10.1007/978-0-8176-8337-5_4zbMATH Open1374.90401OpenAlexW1829806142MaRDI QIDQ4593601FDOQ4593601

Tomás Prieto-Rumeau, F. Dufour

Publication date: 22 November 2017

Published in: Optimization, Control, and Applications of Stochastic Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-0-8176-8337-5_4

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Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40)

Cited In (16)

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• Pointwise approximations of discounted Markov decision processes to optimal policies
• Zur konstruktfon ∊-optimaler polltiken in markovschen entscheidungsmodellen mit überabzämbarem zustandsraum
• A perturbation approach to a class of discounted approximate value iteration algorithms with Borel spaces
• Policy Bounds for Markov Decision Processes
• Approximating general Markovian decision-problems by clustering their state- and action-spaces
• Some remarks on the fractal structure of irrigation balls
• Robust Optimality for Discounted Infinite-Horizon Markov Decision Processes With Uncertain Transition Matrices
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