On the Asymptotic Optimality of Finite Approximations to Markov Decision Processes with Borel Spaces
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DOI: 10.1287/moor.2016.0832
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- Yi Xiong & Ningyuan Chen & Xuefeng Gao & Xiang Zhou, 2022. "Sublinear regret for learning POMDPs," Production and Operations Management, Production and Operations Management Society, vol. 31(9), pages 3491-3504, September.
- Harun Avci & Kagan Gokbayrak & Emre Nadar, 2020. "Structural Results for Average‐Cost Inventory Models with Markov‐Modulated Demand and Partial Information," Production and Operations Management, Production and Operations Management Society, vol. 29(1), pages 156-173, January.
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Keywords
Markov decision processes; stochastic control; finite state approximation; quantization;All these keywords.
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