Efficient approximation of optimal control for continuous-time Markov games
نویسندگان
چکیده
منابع مشابه
Efficient Approximation of Optimal Control for Continuous-Time Markov Games
We study the time-bounded reachability problem for continuous-time Markov decision processes (CTMDPs) and games (CTMGs). Existing techniques for this problem use discretisation techniques to break time into discrete intervals of size ε, and optimal control is approximated for each interval separately. Current techniques provide an accuracy of O(ε2) on each interval, which leads to an infeasibly...
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We study the time-bounded reachability problem for continuous-time Markov decision processes (CTMDPs) and games (CTMGs). Existing techniques for this problem use discretisation techniques to break time into discrete intervals, and optimal control is approximated for each interval separately. Current techniques provide an accuracy of O(ε) on each interval, which leads to an infeasibly large numb...
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ژورنال
عنوان ژورنال: Information and Computation
سال: 2016
ISSN: 0890-5401
DOI: 10.1016/j.ic.2015.12.002