Solving average cost Markov decision processes by means of a two-phase time aggregation algorithm
E. F. Arruda; M. D. Fragoso
| Year of publication: |
2015
|
|---|---|
| Authors: | Arruda, E. F. ; Fragoso, M. D. |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 240.2015, 3 (1.2.), p. 697-705
|
| Subject: | Dynamic programming | Markov decision processes | Embedding | Time aggregation | Stochastic optimal control | Markov-Kette | Markov chain | Dynamische Optimierung | Entscheidung | Decision | Mathematische Optimierung | Mathematical programming | Stochastischer Prozess | Stochastic process | Algorithmus | Algorithm | Aggregation | Kontrolltheorie | Control theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010486967