Solving average cost Markov decision processes by means of a two-phase time aggregation algorithm
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DOI: 10.1016/j.ejor.2014.08.023
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- Arruda, Edilson F. & Ourique, FabrÃcio O. & LaCombe, Jason & Almudevar, Anthony, 2013. "Accelerating the convergence of value iteration by using partial transition functions," European Journal of Operational Research, Elsevier, vol. 229(1), pages 190-198.
- Arruda, E.F. & do Val, J.B.R., 2008. "Stability and optimality of a multi-product production and storage system under demand uncertainty," European Journal of Operational Research, Elsevier, vol. 188(2), pages 406-427, July.
- Zhang, Jiaqi & Archibald, Thomas W., 2011. "A semi-Markov model with holdout transshipment policy and phase-type exponential lead time," European Journal of Operational Research, Elsevier, vol. 211(3), pages 650-657, June.
- Arruda, E.F. & Fragoso, M.D. & do Val, J.B.R., 2011. "Approximate dynamic programming via direct search in the space of value function approximations," European Journal of Operational Research, Elsevier, vol. 211(2), pages 343-351, June.
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Keywords
Dynamic programming; Markov decision processes; Embedding; Time aggregation; Stochastic optimal control;All these keywords.
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