Article ID Journal Published Year Pages File Type
1143185 Operations Research Letters 2007 6 Pages PDF
Abstract

We consider limiting average Markov decision processes (MDP) with finite state and action spaces. We propose some algorithms to determine optimal strategies for deterministic and general MDPs. These algorithms are based on graph theory and the construction of levels in some aggregated MDP.

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Related Topics
Physical Sciences and Engineering Mathematics Discrete Mathematics and Combinatorics
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On some algorithms for limiting average Markov decision processes
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