A survey of some simulation-based algorithms for Markov decision processes

DOI10.4310/CIS.2007.v7.n1.a4zbMath1140.90503OpenAlexW1998148366MaRDI QIDQ937352

Hyeong Soo Chang, Steven I. Marcus, Michael C. Fu, Jiaqiao Hu

Publication date: 14 August 2008

Published in: Communications in Information and Systems (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.cis/1184963898

zbMATH Keywords

Markov decision processpopulation-based algorithms(adaptive) sampling

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40)

Related Items (4)

Approximate stochastic annealing for online control of infinite horizon Markov decision processes ⋮ Sensitivity-based nested partitions for solving finite-horizon Markov decision processes ⋮ Sampled fictitious play for approximate dynamic programming ⋮ Empirical Dynamic Programming

Uses Software

• COMPASS

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