Approximation of Infinite Horizon Discounted Cost Markov Decision Processes
| hal.structure.identifier | Institut de Mathématiques de Bordeaux [IMB] | |
| hal.structure.identifier | Quality control and dynamic reliability [CQFD] | |
| dc.contributor.author | DUFOUR, François | |
| hal.structure.identifier | Department of Statistics and Operations Research [Madrid] | |
| dc.contributor.author | PRIETO-RUMEAU, Tomas | |
| dc.date.accessioned | 2024-04-04T02:23:52Z | |
| dc.date.available | 2024-04-04T02:23:52Z | |
| dc.date.issued | 2012 | |
| dc.identifier.uri | https://oskar-bordeaux.fr/handle/20.500.12278/189776 | |
| dc.description.abstractEn | 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 of the control model, we propose a state and action discretization procedure for approximating the optimal value function and an optimal policy of the original control model. We provide explicit bounds on the approximation errors. | |
| dc.language.iso | en | |
| dc.publisher | Birkhäuser | |
| dc.source.title | Optimization, Control, and Applications of Stochastic Systems | |
| dc.title.en | Approximation of Infinite Horizon Discounted Cost Markov Decision Processes | |
| dc.type | Chapitre d'ouvrage | |
| dc.subject.hal | Mathématiques [math]/Optimisation et contrôle [math.OC] | |
| bordeaux.page | 59-76 | |
| bordeaux.hal.laboratories | Institut de Mathématiques de Bordeaux (IMB) - UMR 5251 | * |
| bordeaux.institution | Université de Bordeaux | |
| bordeaux.institution | Bordeaux INP | |
| bordeaux.institution | CNRS | |
| bordeaux.title.proceeding | Optimization, Control, and Applications of Stochastic Systems | |
| hal.identifier | hal-00759719 | |
| hal.version | 1 | |
| hal.popular | non | |
| hal.audience | Non spécifiée | |
| hal.origin.link | https://hal.archives-ouvertes.fr//hal-00759719v1 | |
| bordeaux.COinS | ctx_ver=Z39.88-2004&rft_val_fmt=info:ofi/fmt:kev:mtx:journal&rft.btitle=Optimization,%20Control,%20and%20Applications%20of%20Stochastic%20Systems&rft.date=2012&rft.spage=59-76&rft.epage=59-76&rft.au=DUFOUR,%20Fran%C3%A7ois&PRIETO-RUMEAU,%20Tomas&rft.genre=unknown |
Fichier(s) constituant ce document
| Fichiers | Taille | Format | Vue |
|---|---|---|---|
|
Il n'y a pas de fichiers associés à ce document. |
|||