Approximation of Markov decision processes with general state space

DOI10.1016/j.jmaa.2011.11.015zbMath1232.90342OpenAlexW2017419329MaRDI QIDQ663675

Tomás Prieto-Rumeau, François Dufour

Publication date: 27 February 2012

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmaa.2011.11.015

zbMATH Keywords

Markov decision processes (MDPs)discretization proceduresnumerical methods for mdps

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Continuous-time Markov processes on general state spaces (60J25) Case-oriented studies in operations research (90B90) Markov and semi-Markov decision processes (90C40)

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