Denumerable constrained Markov decision processes and finite approximations
Mathematics of Operations Research
Equivalence notions and model minimization in Markov decision processes
Artificial Intelligence - special issue on planning with uncertainty and incomplete information
Fuzzy Markovian decision processes: Application to queueing systems
Computers & Mathematics with Applications
Time aggregated Markov decision processes via standard dynamic programming
Operations Research Letters
| Hi-index | 22.14 |
For a countable-state Markov decision process we introduce an embedding which produces a finite-state Markov decision process. The finite-state embedded process has the same optimal cost, and moreover, it has the same dynamics as the original process when restricting to the approximating set. The embedded process can be used as an approximation which, being finite, is more convenient for computation and implementation.