A relative value iteration for controlled diffusions under ergodic cost.
Ari ArapostathisVivek S. BorkarPublished in: CDC (2012)
Keyphrases
- data sets
- markov decision processes
- high cost
- expected cost
- anisotropic diffusion
- minimum cost
- heuristic search
- markov decision chains
- markov process
- steady state
- markov chain
- state space
- search algorithm
- total cost
- transition probabilities
- dynamic programming
- cost function
- cost reduction
- diffusion processes
- case study