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On some algorithms for limiting average Markov decision processes |
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| Authors: | C. Daoui M. Abbad |
| Affiliation: | a Faculté des Siences et Techniques BP.523, Laboratoire de Modélisation et Calcul, Béni-Mellal, Morocco, Africa b Faculté des Siences BP.1014, Rabat, Morocco, Africa |
| Abstract: | We consider limiting average Markov decision processes (MDP) with finite state and action spaces. We propose some algorithms to determine optimal strategies for deterministic and general MDPs. These algorithms are based on graph theory and the construction of levels in some aggregated MDP. |
| Keywords: | Markov decision processes Decomposition Aggregation Graph theory |
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