A time aggregation approach to Markov decision processes

Author:

Cao Xi-Ren,Ren Zhiyuan,Bhatnagar Shalabh,Fu Michael,Marcus Steven

Publisher

Elsevier BV

Subject

Electrical and Electronic Engineering,Control and Systems Engineering

Reference19 articles.

1. Aggregation of the policy iteration method for nearly completely decomposable Markov chains;Aldhaheri;IEEE Transactions on Automatic Control,1991

2. Neuro-dynamic programming;Bertsekas,1996

3. Algorithms for sensitivity analysis of Markov systems through potentials and perturbation realization;Xi-Ren Cao;IEEE Transactions on Control Systems Technology,1998

4. The relation among potentials, perturbation analysis, Markov decision processes, and other topics;Xi-Ren Cao;Journal of Discrete Event Dynamic Systems,1998

5. Single sample path-based optimization of Markov chains;Xi-Ren Cao;Journal of Optimization: Theory and Applications,1999

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