Finite approximation of the first passage models for discrete-time Markov decision processes with varying discount factors
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Publication:513821
DOI10.1007/s10626-014-0209-3zbMath1357.90171OpenAlexW1992668036MaRDI QIDQ513821
Publication date: 8 March 2017
Published in: Discrete Event Dynamic Systems (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10626-014-0209-3
finite approximationdiscrete-time Markov decision processesfirst passage optimalityvarying discount factors
Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Markov and semi-Markov decision processes (90C40)
Related Items (4)
Asymptotic optimality and rates of convergence of quantized stationary policies in continuous-time Markov decision processes ⋮ Unnamed Item ⋮ Convergence of Markov decision processes with constraints and state-action dependent discount factors ⋮ Zero-sum semi-Markov games with state-action-dependent discount factors
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