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hal.structure.identifierInstitut de Mathématiques de Bordeaux [IMB]
hal.structure.identifierQuality control and dynamic reliability [CQFD]
dc.contributor.authorDUFOUR, François
hal.structure.identifierDepartment of Statistics and Operations Research [Madrid]
dc.contributor.authorPRIETO-RUMEAU, Tomas
dc.date.accessioned2024-04-04T02:26:05Z
dc.date.available2024-04-04T02:26:05Z
dc.date.issued2012
dc.identifier.issn0022-247X
dc.identifier.urihttps://oskar-bordeaux.fr/handle/20.500.12278/189928
dc.description.abstractEnWe deal with a discrete-time finite 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. Our results are illustrated by a numerical application to a fisheries management problem.
dc.language.isoen
dc.publisherElsevier
dc.title.enApproximation of Markov Decision Processes with General State Space
dc.typeArticle de revue
dc.identifier.doi10.1016/j.jmaa.2011.11.015
dc.subject.halMathématiques [math]/Optimisation et contrôle [math.OC]
bordeaux.journalJournal of Mathematical Analysis and Applications
bordeaux.page1254-1267
bordeaux.volume388
bordeaux.hal.laboratoriesInstitut de Mathématiques de Bordeaux (IMB) - UMR 5251*
bordeaux.issue2
bordeaux.institutionUniversité de Bordeaux
bordeaux.institutionBordeaux INP
bordeaux.institutionCNRS
bordeaux.peerReviewedoui
hal.identifierhal-00648223
hal.version1
hal.popularnon
hal.audienceInternationale
hal.origin.linkhttps://hal.archives-ouvertes.fr//hal-00648223v1
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