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.
| Published in: | Modeling, Identification and Control |
|---|---|
| Main Author: | |
| Format: | Article |
| Language: | English |
| Published: |
Norwegian Society of Automatic Control
1987-04-01
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| Subjects: | |
| Online Access: | http://www.mic-journal.no/PDF/1987/MIC-1987-2-4.pdf |
| _version_ | 1852784314421346304 |
|---|---|
| author | Sjur D. Flåm |
| author_facet | Sjur D. Flåm |
| author_sort | Sjur D. Flåm |
| collection | DOAJ |
| container_title | Modeling, Identification and Control |
| description | 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. |
| format | Article |
| id | doaj-art-5d74dcd2fbc44bfa96902cbed2e85045 |
| institution | Directory of Open Access Journals |
| issn | 0332-7353 1890-1328 |
| language | English |
| publishDate | 1987-04-01 |
| publisher | Norwegian Society of Automatic Control |
| record_format | Article |
| spelling | doaj-art-5d74dcd2fbc44bfa96902cbed2e850452025-08-19T20:46:37ZengNorwegian Society of Automatic ControlModeling, Identification and Control0332-73531890-13281987-04-018211712310.4173/mic.1987.2.4Finite State Approximations for Countable State Infinite Horizon Discounted Markov Decision ProcessesSjur D. FlåmIt 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.http://www.mic-journal.no/PDF/1987/MIC-1987-2-4.pdfMarkov decision processesapproximation |
| spellingShingle | Sjur D. Flåm Finite State Approximations for Countable State Infinite Horizon Discounted Markov Decision Processes Markov decision processes approximation |
| title | Finite State Approximations for Countable State Infinite Horizon Discounted Markov Decision Processes |
| title_full | Finite State Approximations for Countable State Infinite Horizon Discounted Markov Decision Processes |
| title_fullStr | Finite State Approximations for Countable State Infinite Horizon Discounted Markov Decision Processes |
| title_full_unstemmed | Finite State Approximations for Countable State Infinite Horizon Discounted Markov Decision Processes |
| title_short | Finite State Approximations for Countable State Infinite Horizon Discounted Markov Decision Processes |
| title_sort | finite state approximations for countable state infinite horizon discounted markov decision processes |
| topic | Markov decision processes approximation |
| url | http://www.mic-journal.no/PDF/1987/MIC-1987-2-4.pdf |
| work_keys_str_mv | AT sjurdflam finitestateapproximationsforcountablestateinfinitehorizondiscountedmarkovdecisionprocesses |