The University of Southampton
University of Southampton Institutional Repository

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
Institute of Electrical and Electronics Engineers Inc.
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. Institute of Electrical and Electronics Engineers Inc. 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.

This record has no associated files available for download.

More information

Published date: 6 January 2017
Venue - Dates: 2016 European Control Conference, ECC 2016, , Aalborg, Denmark, 2016-06-28 - 2016-06-30

Identifiers

Local EPrints ID: 446095
URI: http://eprints.soton.ac.uk/id/eprint/446095
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: 09 Jan 2022 04:11

Export record

Altmetrics

Contributors

Author: Marcelo D. Fragoso

Download statistics

Downloads from ePrints over the past year. Other digital versions may also be available to download e.g. from the publisher's website.

View more statistics

Atom RSS 1.0 RSS 2.0

Contact ePrints Soton: eprints@soton.ac.uk

ePrints Soton supports OAI 2.0 with a base URL of http://eprints.soton.ac.uk/cgi/oai2

This repository has been built using EPrints software, developed at the University of Southampton, but available to everyone to use.

We use cookies to ensure that we give you the best experience on our website. If you continue without changing your settings, we will assume that you are happy to receive cookies on the University of Southampton website.

×