Approximation of average cost Markov decision processes using empirical distributions and concentration inequalities
Author:
Affiliation:
1. Team CQFD, Université Bordeaux I, INRIA Bordeaux Sud-Ouest, Bordeaux, France
2. Statistics Department, UNED, Madrid, Spain
Publisher
Informa UK Limited
Subject
Modeling and Simulation,Statistics and Probability
Link
https://www.tandfonline.com/doi/pdf/10.1080/17442508.2014.939979
Reference25 articles.
1. Learning Algorithms for Markov Decision Processes with Average Cost
2. Discrete-Time Controlled Markov Processes with Average Cost Criterion: A Survey
3. D.P.Bertsekas and J.N.Tsitsiklis, Neuro-Dynamic Programming, Athena Scientific, Belmont, MA, 1996.
4. Measure Theory
5. Simple Bounds for the Convergence of Empirical and Occupation Measures in 1-Wasserstein Distance
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