A low-rank approximation for MDPs via moment coupling
Amy B. Z. Zhang, Itai Gurvich
| Year of publication: |
2024
|
|---|---|
| Authors: | Zhang, Amy B. Z. ; Gurvich, Itai |
| Published in: |
Operations research. - Linthicum, Md. : INFORMS, ISSN 1526-5463, ZDB-ID 2019440-7. - Vol. 72.2024, 3, p. 1255-1277
|
| Subject: | approximate dynamic programming | Optimization | algorithm analysis | Markov processes | parameter design | state aggregation | Markov-Kette | Markov chain | Theorie | Theory | Dynamische Optimierung | Dynamic programming | Mathematische Optimierung | Mathematical programming | Algorithmus | Algorithm | Stochastischer Prozess | Stochastic process |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/opre.2022.2392 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014557562