Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
695164 | Automatica | 2016 | 8 Pages |
Abstract
This paper presents a unified approach to time-aggregated Markov decision processes (MDPs) with an average cost criterion. The approach is based on a framework in which a time-aggregated MDP constitutes a semi-Markov decision process (SMDP). By analyzing the performance sensitivity formulas of this SMDP, a number of optimization algorithms for time aggregated MDPs, including those previously reported in the literature, can be developed in a simple and intuitive way.
Related Topics
Physical Sciences and Engineering
Engineering
Control and Systems Engineering
Authors
Yanjie Li, Xinyu Wu,