Finite approximations of Markov operators
نویسندگان
چکیده
منابع مشابه
Denumerable Constrained Markov Decision Problems and Finite Approximations Denumerable Constrained Markov Decision Problems and Finite Approximations
The purpose of this paper is two fold. First to establish the Theory of discounted constrained Markov Decision Processes with a countable state and action spaces with general multi-chain structure. Second, to introduce nite approximation methods. We deene the occupation measures and obtain properties of the set of all achievable occupation measures under the diierent admissible policies. We est...
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The purpose of this paper is two fold. First to establish the Theory of discounted constrained Markov Decision Processes with a countable state and action spaces with general multi-chain structure. Second, to introduce nite approximation methods. We deene the occupation measures and obtain properties of the set of all achievable occupation measures under the diierent admissible policies. We est...
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ژورنال
عنوان ژورنال: Journal of Computational and Applied Mathematics
سال: 2002
ISSN: 0377-0427
DOI: 10.1016/s0377-0427(02)00429-6