Embedding a state space model into a Markov decision process

DOI10.1007/s10479-010-0688-zzbMath1233.90277OpenAlexW2126560268WikidataQ57584097 ScholiaQ57584097MaRDI QIDQ666503

Lars Relund Nielsen, Søren Højsgaard, Erik Jørgensen

Publication date: 8 March 2012

Published in: Annals of Operations Research (Search for Journal in Brave)

Full work available at URL: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.332.566

zbMATH Keywords

Markov decision processstochastic dynamic programmingstate space modelsequential decision making

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40)

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