A note on deterministic approximation of discounted Markov decision processes

DOI10.1016/j.aml.2009.01.039zbMath1173.90578OpenAlexW2071435611MaRDI QIDQ1033081

Hugo Cruz-Suárez, Evgueni I. Gordienko, Raúl Montes-De-oca

Publication date: 6 November 2009

Published in: Applied Mathematics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.aml.2009.01.039

zbMATH Keywords

rate of convergenceMarkov decision processdeterministic approximationKantorovich metrictotal discounted cost

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40)

Cites Work

• An estimate of the stability of optimal control of certain stochastic and deterministic systems
• Small noise asymptotics for a stochastic growth model
• Discounted cost optimality problem: Stability with respect to weak metrics
• Robustness inequality for Markov control processes with unbounded costs
• Asymptotic methods for aggregate growth models
• Mass transportation problems. Vol. 1: Theory. Vol. 2: Applications
• Conditions for the uniqueness of optimal policies of discounted Markov decision processes
• Deterministic Approximation for Stochastic Control Problems
• Stochastic Control for Small Noise Intensities

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