Markov decision processes approximation with coupled dynamics via Markov deterministic control systems

DOI10.1515/math-2023-0129zbMath1547.90225MaRDI QIDQ6611476

Rubén Blancas-Rivera, Hugo Cruz-Suárez, Ruy López-Ríos, Gustavo Portillo-Ramírez

Publication date: 26 September 2024

Published in: Open Mathematics (Search for Journal in Brave)

zbMATH Keywords

Markov decision processesconvergence ratestability indextotal discounted costsmall noise disturbance parameter

Mathematics Subject Classification ID

Discrete-time control/observation systems (93C55) Perturbations in control/observation systems (93C73) Optimal stochastic control (93E20) Markov and semi-Markov decision processes (90C40)

This page was built for publication: Markov decision processes approximation with coupled dynamics via Markov deterministic control systems