Markov decision processes approximation with coupled dynamics via Markov deterministic control systems
This article presents an approximation of discrete Markov decision processes with small noise on Borel spaces with an infinite horizon and an expected total discounted cost by the corresponding deterministic Markov process. In both cases, the dynamics evolve through a system consisting of two couple...
| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
De Gruyter
2023-10-01
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| Series: | Open Mathematics |
| Subjects: | |
| Online Access: | https://doi.org/10.1515/math-2023-0129 |