Approximation of Markov decision processes with general state space

DOI10.1016/j.jmaa.2011.11.015zbMath1232.90342MaRDI QIDQ663675

Tomás Prieto-Rumeau, François Dufour

Publication date: 27 February 2012

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmaa.2011.11.015

zbMATH Keywords

Markov decision processes (MDPs); discretization procedures; numerical methods for mdps

Mathematics Subject Classification ID

65K05: Numerical mathematical programming methods

60J25: Continuous-time Markov processes on general state spaces

90B90: Case-oriented studies in operations research

90C40: Markov and semi-Markov decision processes

Related Items

From Infinite to Finite Programs: Explicit Error Bounds with Applications to Approximate Dynamic Programming, Computable approximations for average Markov decision processes in continuous time, A perturbation approach to approximate value iteration for average cost Markov decision processes with Borel spaces and bounded costs, Approximation of average cost Markov decision processes using empirical distributions and concentration inequalities, Conditions for the solvability of the linear programming formulation for constrained discounted Markov decision processes, Quantitative model-checking of controlled discrete-time Markov processes, Near optimality of quantized policies in stochastic control under weak continuity conditions, Approximation of discounted minimax Markov control problems and zero-sum Markov games using Hausdorff and Wasserstein distances, Relevant states and memory in Markov chain bootstrapping and simulation, Stochastic approximations of constrained discounted Markov decision processes

Cites Work

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