A perturbation approach to a class of discounted approximate value iteration algorithms with Borel spaces

DOI10.3934/jdg.2016014zbMath1346.93402OpenAlexW2507723477MaRDI QIDQ330284

Óscar Vega-Amaya, Joaquín López-Borbón

Publication date: 25 October 2016

Published in: Journal of Dynamics and Games (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3934/jdg.2016014

zbMATH Keywords

Markov decision processesdiscounted criterionapproximate value iteration algorithmperturbed models

Mathematics Subject Classification ID

Approximation methods and heuristics in mathematical programming (90C59) Optimal stochastic control (93E20) Markov and semi-Markov decision processes (90C40)

Related Items (2)

Approximation of discounted minimax Markov control problems and zero-sum Markov games using Hausdorff and Wasserstein distances ⋮ A perturbation approach to approximate value iteration for average cost Markov decision processes with Borel spaces and bounded costs

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