Bounds for Markov Decision Processes
We consider the problem of producing lower bounds on the optimal cost-to-go function of a Markov decision problem. We present two approaches to this problem: one based on the methodology of approximate linear programming (ALP) and another based on the so-called martingale duality approach. We show t...
| Main Authors: | , , |
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| Other Authors: | |
| Format: | Article |
| Language: | English |
| Published: |
John Wiley & Sons, Inc.,
2019-02-21T15:11:11Z.
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| Subjects: | |
| Online Access: | Get fulltext |