An Aggregation Procedure for Large-Scale Markov Decision Processes

被引：0
|
作者：
Bartl, Ondrej [1 ]
机构：
[1] Univ Zilina, Fac Management Sci & Informat, Dept Software Technol, Zilina 01026, Slovakia
来源：
PROCEEDINGS OF THE 22ND INTERNATIONAL CONFERENCE ON MATHEMATICAL METHODS IN ECONOMICS 2004 | 2004年
关键词：
Markov/semi-Markov decision processes; state and action aggregation;
D O I：
暂无
中图分类号：
F [经济];
学科分类号：
02 ;
摘要：
Markov decision models with a high state space cardinality may resist being computationally tractable. Then reduction in the number of possible state variable values can help. The fixed-weight aggregation procedure for large-scale Markov/semi-Markov decision processes is described in the paper. A possibility to approximate an original decision model by action aggregation accompanying state aggregation is mentioned as well.
引用
收藏
页码：9 / 15
页数：7
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