Approximation of average cost Markov decision processes using empirical distributions and concentration inequalities

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Contributor : François Dufour <>
Submitted on : Friday, December 18, 2015 - 11:42:49 AM
Last modification on : Monday, January 15, 2018 - 4:10:01 PM

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Francois Dufour, Tomás Prieto-Rumeau. Approximation of average cost Markov decision processes using empirical distributions and concentration inequalities. Stochastics: An International Journal of Probability and Stochastic Processes, Taylor & Francis: STM, Behavioural Science and Public Health Titles, 2015, 87 (2), pp.273 - 307. ⟨10.1080/17442508.2014.939979⟩. ⟨hal-01246225⟩

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