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Discounted Markov decision processes via time aggregation

Discounted Markov decision processes via time aggregation
Discounted Markov decision processes via time aggregation

This paper applies two-phase time aggregation to solve discounted Markov decision processes (MDP). This procedure, recently proposed for average cost MDPs, is extended here discounted MDPs with a view at easing the computational burden associated to finding a quality solution within a reasonable time frame. Numerical examples are presented to illustrate the results.

2578-2583
IEEE
Arruda, Edilson F.
8eb3bd83-e883-4bf3-bfbc-7887c5daa911
Fragoso, Marcelo D.
7f484139-de97-4458-aa6b-dc3249811a08
Arruda, Edilson F.
8eb3bd83-e883-4bf3-bfbc-7887c5daa911
Fragoso, Marcelo D.
7f484139-de97-4458-aa6b-dc3249811a08

Arruda, Edilson F. and Fragoso, Marcelo D. (2017) Discounted Markov decision processes via time aggregation. In 2016 European Control Conference, ECC 2016. IEEE. pp. 2578-2583 . (doi:10.1109/ECC.2016.7810678).

Record type: Conference or Workshop Item (Paper)

Abstract

This paper applies two-phase time aggregation to solve discounted Markov decision processes (MDP). This procedure, recently proposed for average cost MDPs, is extended here discounted MDPs with a view at easing the computational burden associated to finding a quality solution within a reasonable time frame. Numerical examples are presented to illustrate the results.

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More information

Published date: 6 January 2017
Venue - Dates: 2016 European Control Conference, ECC 2016, , Aalborg, Denmark, 2016-06-29 - 2016-07-01

Identifiers

Local EPrints ID: 446095
URI: http://eprints.soton.ac.uk/id/eprint/446095
DOI: doi:10.1109/ECC.2016.7810678
PURE UUID: 627815f9-9523-4328-ad0c-c45cbb28f2a6
ORCID for Edilson F. Arruda: ORCID iD orcid.org/0000-0002-9835-352X

Catalogue record

Date deposited: 20 Jan 2021 17:32
Last modified: 17 Mar 2024 04:04

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Contributors

Author: Edilson F. Arruda ORCID iD
Author: Marcelo D. Fragoso

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