Finite-state approximations for denumerable-state infinite-horizon discounted Markov decision processes

DOI10.1016/0022-247X(80)90128-6zbMath0428.90082MaRDI QIDQ1137518

Douglas J. White

Publication date: 1980

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

zbMATH Keywords

pointwise convergence rateapproximately optimal policydenumerable state bounded reward infinite horizon discounted Markov decision processes

Mathematics Subject Classification ID

Minimax problems in mathematical programming (90C47)

Related Items (9)

Finite-state approximations for denumerable multidimensional state discounted Markov decision processes ⋮ Finite-state approximations for denumerable state discounted Markov decision processes ⋮ Decentralized stochastic control ⋮ Approximation solution and suboptimality for discounted semi-markov decision problems with countable state space ⋮ Near optimality of quantized policies in stochastic control under weak continuity conditions ⋮ APPROXIMATING NASH EQUILIBRIA IN NONZERO-SUM GAMES ⋮ Finite state approximations for denumerable state infinite horizon discounted Markov decision processes with unbounded rewards ⋮ Finite state approximation algorithms for average cost denumerable state Markov decision processes ⋮ A stability result for linear Markovian stochastic optimization problems

Cites Work

• Finite-state approximations to denumerable-state dynamic programs
• Contraction Mappings in the Theory Underlying Dynamic Programming

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