Simulation-Based Algorithms for Average Cost Markov Decision Processes

نویسندگان

  • Ying He
  • Michael C. Fu
  • Steven I. Marcus
چکیده

In this paper, we give a summary of recent development of simulation-based algorithms for average cost MDP problems, which are different from those for discounted cost problems or shortest path problems. We introduce both simulation-based policy iteration algorithms and simulation-based value iteration algorithms for average cost problem, and give the pros and cons of each algorithm.

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تاریخ انتشار 1999