Approximating general Markovian decision-problems by clustering their state- and action-spaces
作者:
Willibald Doeringer,
期刊:
Mathematische Operationsforschung und Statistik. Series Optimization
(Taylor Available online 1984)
卷期:
Volume 15,
issue 1
页码: 135-144
ISSN:0323-3898
年代: 1984
DOI:10.1080/02331938408842915
出版商: Akademic-Verlag
数据来源: Taylor
摘要:
Following ideas of V. Nollau and A. Hahnewald-Busch (cp. [17], [18], [19]) we develop a method of clustering state- and action-spaces of General Markovian Decision Problems into finitely many subsets serving as states and actions of approximating finite Markovian Decision-Problems. And we show that under suitable assumptions the value-functions of our constructed problems approximate those of the original one in a uniform sense.
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