Approximation of Markov decision processes with general state space-Reference-Cited by-同舟云学术

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Approximation of Markov decision processes with general state space

Published:2012-04 Issue:2 Volume:388 Page:1254-1267
ISSN:0022-247X
Container-title:Journal of Mathematical Analysis and Applications
language:en
Short-container-title:Journal of Mathematical Analysis and Applications

Author:

Dufour F.,Prieto-Rumeau T.

Publisher

Elsevier BV

Subject

Applied Mathematics,Analysis

Reference24 articles.

1. Constrained Markov Decision Processes;Altman,1999

2. Fitted Q-iteration in continuous action-space MDPs;Antos,2008

3. Discrete-time controlled Markov processes with average cost criterion: a survey;Arapostathis;SIAM J. Control Optim.,1993

4. Convergence of discretization procedures in dynamic programming;Bertsekas;IEEE Trans. Automat. Control,1975

5. Stochastic Optimal Control: The Discrete Time Case;Bertsekas,1978

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