Approximate Linear Programming for Average Cost MDPs

DOI10.1287/moor.1120.0574zbMath1291.90293OpenAlexW2149464156MaRDI QIDQ5169678

Michael H. Veatch

Publication date: 11 July 2014

Published in: Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/ba7c37b0b31120dffc074eda468ccd7429e362b0

zbMATH Keywords

approximate dynamic programmingapproximate linear programmingaverage cost Markov decision processes

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Markov and semi-Markov decision processes (90C40)

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