Exact finite approximations of average-cost countable Markov Decision Processes

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For a countable-state Markov decision process we introduce an embedding which produces a finite-state Markov decision process. The finite-state embedded process has the same optimal cost, and moreover, it has the same dynamics as the original process when restricting to the approximating set. The embedded process can be used as an approximation which, being finite, is more convenient for computation and implementation.
Submitted to Automatica

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Probability, Optimization and Control, 90c40

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http://salesiana.dossiersoluciones.com/handle/123456789/142136

Consulte el texto completo en el siguiente enlace:

https://arxiv.org/abs/0711.2185
 http://arxiv.org/abs/0711.2185

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arXiv