Estimate and approximate policy iteration algorithm for discounted Markov decision models with bounded costs and Borel spaces

M. Teresa Robles-Alcaráz, Óscar Vega-Amaya, J. Adolfo Minjárez-Sosa

Research output: Contribution to journalArticleResearchpeer-review

3 Citations (Scopus)
Original languageAmerican English
Pages (from-to)79-95
Number of pages17
JournalRisk and Decision Analysis
DOIs
StatePublished - 1 Jan 2017

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Policy Iteration
Decision Model
Markov Model
Performance Bounds
Costs
Estimate
Positive Linear Operators
Approximation Operators
Statistical Estimation
Evolution System
Inventory Systems
Approximation Error
Estimation Error
Transition Probability
Numerical Approximation
Difference equation
Disturbance
Interpolate
kernel
Norm

Cite this

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title = "Estimate and approximate policy iteration algorithm for discounted Markov decision models with bounded costs and Borel spaces",
author = "{Teresa Robles-Alcar{\'a}z}, M. and {\'O}scar Vega-Amaya and {Adolfo Minj{\'a}rez-Sosa}, J.",
year = "2017",
month = "1",
day = "1",
doi = "10.3233/RDA-160116",
language = "American English",
pages = "79--95",
journal = "Risk and Decision Analysis",
issn = "1569-7371",
publisher = "IOS Press",

}

Estimate and approximate policy iteration algorithm for discounted Markov decision models with bounded costs and Borel spaces. / Teresa Robles-Alcaráz, M.; Vega-Amaya, Óscar; Adolfo Minjárez-Sosa, J.

In: Risk and Decision Analysis, 01.01.2017, p. 79-95.

Research output: Contribution to journalArticleResearchpeer-review

TY - JOUR

T1 - Estimate and approximate policy iteration algorithm for discounted Markov decision models with bounded costs and Borel spaces

AU - Teresa Robles-Alcaráz, M.

AU - Vega-Amaya, Óscar

AU - Adolfo Minjárez-Sosa, J.

PY - 2017/1/1

Y1 - 2017/1/1

U2 - 10.3233/RDA-160116

DO - 10.3233/RDA-160116

M3 - Article

SP - 79

EP - 95

JO - Risk and Decision Analysis

JF - Risk and Decision Analysis

SN - 1569-7371

ER -