Solving Markov decision processes via state space decomposition and time aggregation
Rodrigo e Alvim Alexandre, Marcelo D. Fragoso, Virgílio J. M. Ferreira Filho, Edilson F. Arruda
| Year of publication: |
2025
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|---|---|
| Authors: | Alexandre, Rodrigo e Alvim ; Fragoso, Marcelo D. ; Ferreira Filho, Virgílio J. M. ; Arruda, Edilson Fernandes de |
| Published in: |
European journal of operational research : EJOR. - Amsterdam [u.a.] : Elsevier, ISSN 0377-2217, ZDB-ID 1501061-2. - Vol. 324.2025, 1 (1.7.), p. 155-167
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| Subject: | Dynamic programming | Foster’s stochastic stability conditions | Markov decision processes | Markov processes | Time aggregation | Markov-Kette | Markov chain | Theorie | Theory | Dynamische Optimierung | Entscheidung | Decision | Mathematische Optimierung | Mathematical programming | Aggregation | Stochastischer Prozess | Stochastic process |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ejor.2025.01.037 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015433011