Solving Markov decision processes via state space decomposition and time aggregation

DOI10.1016/J.EJOR.2025.01.037MaRDI QIDQ6981678zbMATH OpenFDO

Authors Rodrigo e Alvim Alexandre, Marcelo Dutra Fragoso, Virgílio José Martins Ferreira Filho, E. F. Arruda

Publication date 20 May 2025

Published in European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.EJOR.2025.01.037

zbMATH Keywords

dynamic programmingFoster's stochastic stability conditionsMarkov decision processesMarkov processestime aggregation

Mathematics Subject Classification ID

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

Cites work

• A multi-cluster time aggregation approach for Markov chains
• A time aggregation approach to Markov decision processes
• A unified framework for stochastic optimization
• Accelerating the convergence of value iteration by using partial transition functions
• Acceleration Operators in the Value Iteration Algorithms for Markov Decision Processes
• Action Elimination Procedures for Modified Policy Iteration Algorithms
• An approximate dynamic programming algorithm for monotone value functions
• Approximate dynamic programming. Solving the curses of dimensionality
• Fluid analysis of arrival routing
• scientific article; zbMATH DE number 5685899 (Why is no real title available?)
• Incremental Value Iteration for Time-Aggregated Markov-Decision Processes
• On the Stochastic Matrices Associated with Certain Queuing Processes
• Online reinforcement learning for condition-based group maintenance using factored Markov decision processes
• Optimizing sequential decision-making under risk: strategic allocation with switching penalties
• Reinforcement learning. An introduction
• Rollout-based routing strategies with embedded prediction: a fish trawling application
• Solving average cost Markov decision processes by means of a two-phase time aggregation algorithm
• The relations among potentials, perturbation analysis, and Markov decision processes
• Time aggregated Markov decision processes via standard dynamic programming

This page was built for publication: Solving Markov decision processes via state space decomposition and time aggregation

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6981678)