Finite-State Approximations to Discounted and Average Cost Constrained Markov Decision Processes
نویسندگان
چکیده
منابع مشابه
Exact finite approximations of average-cost countable Markov decision processes
For a countable-state Markov decision process we introduce an embedding which produces a finite-state Markov decision process. The finite-state embedded process has the same optimal cost, and moreover, it has the same dynamics as the original process when restricting to the approximating set. The embedded process can be used as an approximation which, being finite, is more convenient for comput...
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ژورنال
عنوان ژورنال: IEEE Transactions on Automatic Control
سال: 2019
ISSN: 0018-9286,1558-2523,2334-3303
DOI: 10.1109/tac.2018.2890756