Bounds for Markov Decision Processes
We consider the problem of producing lower bounds on the optimal cost-to-go function of a Markov decision problem. We present two approaches to this problem: one based on the methodology of approximate linear programming (ALP) and another based on the so-called martingale duality approach. We show t...
| Main Authors: | , , |
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| Format: | Article |
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John Wiley & Sons, Inc.
2019
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| Online Access: | http://hdl.handle.net/1721.1/120518 https://orcid.org/0000-0002-5856-9246 |