Sensitivity-based nested partitions for solving finite-horizon Markov decision processes

DOI10.1016/j.orl.2017.07.006zbMath1409.90216OpenAlexW2743239339MaRDI QIDQ1728313

Wei-Wei Chen

Publication date: 22 February 2019

Published in: Operations Research Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.orl.2017.07.006

zbMATH Keywords

Markov decision processesnested partitionsapproximate dynamic programmingsensitivity-based approach

Mathematics Subject Classification ID

Sensitivity, stability, parametric optimization (90C31) Approximation methods and heuristics in mathematical programming (90C59) Markov and semi-Markov decision processes (90C40)

Cites Work

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• Nested Partitions Method for Global Optimization
• Approximate Dynamic Programming
• An Adaptive Sampling Algorithm for Solving Markov Decision Processes
• On Solving Optimal Policies for Finite-Stage Event-Based Optimization

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