Incremental Value Iteration for Time-Aggregated Markov-Decision Processes

DOI10.1109/TAC.2007.908359zbMATH Open1366.90218MaRDI QIDQ5282301FDOQ5282301

Authors: Tao Sun, Peter B. Luh, Qianchuan Zhao 

Publication date: 27 July 2017

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40) Optimal stochastic control (93E20) Stochastic learning and adaptive control (93E35)

Cited In (7)

• A numerical study of Markov decision process algorithms for multi-component replacement problems
• A unified approach to time-aggregated Markov decision processes
• Event-based optimization approach for solving stochastic decision problems with probabilistic constraint
• Time aggregated Markov decision processes via standard dynamic programming
• Solving average cost Markov decision processes by means of a two-phase time aggregation algorithm
• Approximate Value Iteration with Temporally Extended Actions
• Revenue management for operations with urgent orders

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