Approximation of Infinite Horizon Discounted Cost Markov Decision Processes
Langue
en
Chapitre d'ouvrage
Ce document a été publié dans
Optimization, Control, and Applications of Stochastic Systems, Optimization, Control, and Applications of Stochastic Systems. 2012p. 59-76
Birkhäuser
Résumé en anglais
In this work, we deal with a discrete-time infinite horizon Markov decision process with locally compact Borel state and action spaces, and possibly unbounded cost function. Based on Lipschitz continuity of the elements ...Lire la suite >