Decomposable Markov Decision Processes: A Fluid Optimization Approach

Decomposable Markov decision processes (MDPs) are problems where the stochastic system can be decomposed into multiple individual components. Although such MDPs arise naturally in many practical applications, they are often difficult to solve exactly due to the enormous size of the state space of th...

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Veröffentlicht in:Operations research 2016-11, Vol.64 (6), p.1537-1555
Hauptverfasser: Bertsimas, Dimitris, Mišić, Velibor V.
Format: Artikel
Sprache:eng
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