Incremental Value Iteration for Time-Aggregated Markov-Decision Processes

DOI10.1109/TAC.2007.908359MaRDI QIDQ5282301zbMATH OpenFDO

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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