Error bounds of optimization algorithms for semi-Markov decision processes

DOI10.1080/00207720701596656zbMath1160.93386OpenAlexW2029229938MaRDI QIDQ3625261

Tang Hao, Yin Baoqun, Xi Hongsheng

Publication date: 12 May 2009

Published in: International Journal of Systems Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207720701596656

zbMATH Keywords

error boundsemi-Markov decision processesperformance potentialuniformized Markov chain

Mathematics Subject Classification ID

Discrete event control/observation systems (93C65) Markov and semi-Markov decision processes (90C40) Stochastic systems in control theory (general) (93E03)

Related Items (2)

Coupling based estimation approaches for the average reward performance potential in Markov chains ⋮ Look-ahead control of conveyor-serviced production station by using potential-based online policy iteration

Cites Work

• The relations among potentials, perturbation analysis, and Markov decision processes
• From perturbation analysis to Markov decision processes and reinforcement learning
• A unified approach to Markov decision problems and performance sensitivity analysis
• Perturbation realization, potentials, and sensitivity analysis of Markov processes
• Single sample path-based sensitivity analysis of Markov processes using uniformization
• Fuzzy modelling and simulation for aggregate production planning
• Successive approximation approach of optimal control for nonlinear discrete-time systems
• CSPS model: Look-ahead controls and physics
• Semi-markov decision problems and performance sensitivity analysis

This page was built for publication: Error bounds of optimization algorithms for semi-Markov decision processes