Error bounds for stochastic shortest path problems

被引：0

作者：

Hansen, Eric A. ^{[1
]}

机构：

[1] Mississippi State Univ, Dept Comp Sci & Engn, Mississippi State, MS 39762 USA

来源：

MATHEMATICAL METHODS OF OPERATIONS RESEARCH | 2017年 / 86卷 / 01期

关键词：

Markov decision process; Dynamic programming; HEURISTIC-SEARCH ALGORITHMS;

D O I：

10.1007/s00186-017-0581-5

中图分类号：

C93 [管理学]; O22 [运筹学];

学科分类号：

070105 ; 12 ; 1201 ; 1202 ; 120202 ;

摘要：

For stochastic shortest path problems, error bounds for value iteration due to Bertsekas elegantly generalize the classic MacQueen-Porteus error bounds for discounted infinite-horizon Markov decision problems, but incur prohibitive computational overhead. We derive bounds on these error bounds that can be computed with little or no overhead, making them useful in practice-especially so, since easily-computed error bounds have not previously been available for this class of problems.

引用

页码：1 / 27

页数：27

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