Finite approximation of the first passage models for discrete-time Markov decision processes with varying discount factors

DOI10.1007/s10626-014-0209-3zbMath1357.90171OpenAlexW1992668036MaRDI QIDQ513821

Junyu Zhang, Xiao Wu

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

zbMATH Keywords

finite approximationdiscrete-time Markov decision processesfirst passage optimalityvarying discount factors

Mathematics Subject Classification ID

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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