TY  - GEN
AB  - In this paper we prove a deterministic approximation theorem for a sequence of Markov decision processes with finitely many actions and general state spaces as they
appear frequently in economics, game theory and operations research. Using viscosity solution methods no a-priori differentiabililty assumptions are imposed on the value
function. Applications for this result can be found in large deviation theory, and some simple economic problems.
DA  - 2013
KW  - Optimal Control
KW  - Markov decision processes
KW  - StochasticApproximation
KW  - Viscosity solutions
LA  - eng
PY  - 2013
SN  - 0931-6558
SP  - 26-
TI  - A limit theorem for Markov decision processes
UR  - https://nbn-resolving.org/urn:nbn:de:0070-pub-26740390
Y2  - 2024-11-22T06:49:30
ER  -