Finite State Approximations for Countable State Infinite Horizon Discounted Markov Decision Processes
It is proved that the optimal policy of a Markov decision process where the state space is truncated, will approximate the policy in case of no truncation.
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| Format: | Article |
| Language: | English |
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Norwegian Society of Automatic Control
1987-04-01
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| Series: | Modeling, Identification and Control |
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| Online Access: | http://www.mic-journal.no/PDF/1987/MIC-1987-2-4.pdf |