Approximation of constrained average cost Marks.
Tobias SutterPeyman Mohajerin EsfahaniJohn LygerosPublished in: CDC (2014)
Keyphrases
- average cost
- long run
- markov decision processes
- markov decision chains
- finite state
- optimal policy
- finite number
- infinite horizon
- optimal control
- multistage
- linear programming
- approximate dynamic programming
- total cost
- approximation error
- queueing networks
- finite horizon
- approximation algorithms
- error bounds
- initial state
- setup cost
- control policy
- stationary policies
- linear program
- reinforcement learning
- markov decision process
- decision problems
- holding cost
- decision making
- decision makers
- inventory models
- markov decision problems
- lower bound