Sensitivity-based nested partitions for solving finite-horizon Markov decision processes

DOI10.1016/J.ORL.2017.07.006MaRDI QIDQ1728313zbMATH OpenOpenAlexFDO

Authors Weiwei Chen

Publication date 22 February 2019

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

Full work available at URL https://doi.org/10.1016/j.orl.2017.07.006

zbMATH Keywords

Markov decision processesapproximate dynamic programmingsensitivity-based approachnested partitions

Mathematics Subject Classification ID

Approximation methods and heuristics in mathematical programming (90C59) Sensitivity, stability, parametric optimization (90C31) Markov and semi-Markov decision processes (90C40)

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Cites work

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• Nested Partitions and Its Applications to the Intermodal Hub Location Problem
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Cited in

(1)

• Heuristic algorithm for nested Markov decision process: solution quality and computational complexity

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