Time aggregated Markov decision processes via standard dynamic programming

DOI10.1016/J.ORL.2011.03.006zbMATH Open1219.90181OpenAlexW2041621488MaRDI QIDQ635510FDOQ635510

Authors: E. F. Arruda, Marcelo Dutra Fragoso 

Publication date: 19 August 2011

Published in: Operations Research Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.orl.2011.03.006

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zbMATH Keywords

dynamic programmingMarkov decision processestime aggregation

Mathematics Subject Classification ID

Dynamic programming (90C39) Markov and semi-Markov decision processes (90C40)

Cites Work

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• A time aggregation approach to Markov decision processes
• Markov decision Processes with fractional costs
• Incremental Value Iteration for Time-Aggregated Markov-Decision Processes
• Exact finite approximations of average-cost countable Markov decision processes
• Sufficient Classes of Strategies in Discrete Dynamic Programming I: Decomposition of Randomized Strategies and Embedded Models
• Joint replacement in an operational planning phase

Cited In (9)

• A unified approach to time-aggregated Markov decision processes
• On temporal aggregators and dynamic programming
• A multi-cluster time aggregation approach for Markov chains
• Solving average cost Markov decision processes by means of a two-phase time aggregation algorithm
• A time aggregation approach to Markov decision processes
• Temporal concatenation for Markov decision processes
• The control of a two-level Markov decision process by time aggregation
• Embedding a state space model into a Markov decision process
• Revenue management for operations with urgent orders

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