Approximate receding horizon approach for Markov decision processes: average reward case
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Publication:1414220
DOI10.1016/S0022-247X(03)00506-7zbMath1064.90051MaRDI QIDQ1414220
Hyeong Soo Chang, Steven I. Marcus
Publication date: 20 November 2003
Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)
ergodicityMarkov decision processreceding horizon controlpolicy improvementInfinite-horizon average reward
Related Items (8)
Attention allocation for decision making queues ⋮ On Bellman's principle with inequality constraints ⋮ A policy improvement method for constrained average Markov decision processes ⋮ Anticipation of goals in automated planning ⋮ Multi-policy improvement in stochastic optimization with forward recursive function criteria ⋮ An AO* Based Exact Algorithm for the Canadian Traveler Problem ⋮ A perturbation approach to approximate value iteration for average cost Markov decision processes with Borel spaces and bounded costs ⋮ Approximation of average cost Markov decision processes using empirical distributions and concentration inequalities
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