{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2022,4,5]],"date-time":"2022-04-05T02:56:43Z","timestamp":1649127403637},"reference-count":21,"publisher":"Cambridge University Press (CUP)","issue":"2","license":[{"start":{"date-parts":[[2018,7,26]],"date-time":"2018-07-26T00:00:00Z","timestamp":1532563200000},"content-version":"unspecified","delay-in-days":55,"URL":"https:\/\/www.cambridge.org\/core\/terms"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["J. Appl. Probab."],"published-print":{"date-parts":[[2018,6]]},"abstract":"Abstract<\/jats:title>\nIn this paper we study the numerical approximation of the optimal long-run average cost of a continuous-time Markov decision process, with Borel state and action spaces, and with bounded transition and reward rates. Our approach uses a suitable discretization of the state and action spaces to approximate the original control model. The approximation error for the optimal average reward is then bounded by a linear combination of coefficients related to the discretization of the state and action spaces, namely, the Wasserstein distance between an underlying probability measure \u03bc and a measure with finite support, and the Hausdorff distance between the original and the discretized actions sets. When approximating \u03bc with its empirical probability measure we obtain convergence in probability at an exponential rate. An application to a queueing system is presented.\n<\/jats:p>","DOI":"10.1017\/jpr.2018.36","type":"journal-article","created":{"date-parts":[[2018,7,26]],"date-time":"2018-07-26T10:32:20Z","timestamp":1532601140000},"page":"571-592","source":"Crossref","is-referenced-by-count":1,"title":["Computable approximations for average Markov decision processes in continuous time"],"prefix":"10.1017","volume":"55","author":[{"given":"Jonatha","family":"Anselmi","sequence":"first","affiliation":[]},{"given":"Fran\u00e7ois","family":"Dufour","sequence":"additional","affiliation":[]},{"given":"Tom\u00e1s","family":"Prieto-Rumeau","sequence":"additional","affiliation":[]}],"member":"56","published-online":{"date-parts":[[2018,7,26]]},"reference":[{"key":"S0021900218000360_ref17","doi-asserted-by":"publisher","DOI":"10.1109\/TAC.2009.2033848"},{"key":"S0021900218000360_ref10","doi-asserted-by":"publisher","DOI":"10.1239\/aap\/1293113146"},{"key":"S0021900218000360_ref14","doi-asserted-by":"publisher","DOI":"10.1007\/s10288-013-0236-1"},{"key":"S0021900218000360_ref9","doi-asserted-by":"publisher","DOI":"10.1214\/105051606000000105"},{"key":"S0021900218000360_ref18","doi-asserted-by":"publisher","DOI":"10.1109\/TAC.2014.2343831"},{"key":"S0021900218000360_ref2","volume-title":"Neuro-Dynamic Programming","author":"Bertsekas","year":"1996"},{"key":"S0021900218000360_ref19","volume-title":"Reinforcement Learning: An Introduction","author":"Sutton","year":"1998"},{"key":"S0021900218000360_ref13","doi-asserted-by":"publisher","DOI":"10.1007\/BFb0064907"},{"key":"S0021900218000360_ref21","doi-asserted-by":"publisher","DOI":"10.1239\/jap\/1421763321"},{"key":"S0021900218000360_ref11","doi-asserted-by":"publisher","DOI":"10.1016\/j.ejor.2014.03.037"},{"key":"S0021900218000360_ref1","doi-asserted-by":"publisher","DOI":"10.1016\/j.jmaa.2016.05.055"},{"key":"S0021900218000360_ref7","doi-asserted-by":"publisher","DOI":"10.1016\/j.jmaa.2013.12.016"},{"key":"S0021900218000360_ref4","doi-asserted-by":"publisher","DOI":"10.1007\/978-1-84628-690-2"},{"key":"S0021900218000360_ref6","doi-asserted-by":"publisher","DOI":"10.1137\/120867925"},{"key":"S0021900218000360_ref15","doi-asserted-by":"publisher","DOI":"10.1002\/9780470182963"},{"key":"S0021900218000360_ref12","doi-asserted-by":"publisher","DOI":"10.1007\/s00186-005-0438-1"},{"key":"S0021900218000360_ref5","doi-asserted-by":"publisher","DOI":"10.1016\/j.jmaa.2011.11.015"},{"key":"S0021900218000360_ref8","doi-asserted-by":"publisher","DOI":"10.1080\/17442508.2014.939979"},{"key":"S0021900218000360_ref3","doi-asserted-by":"publisher","DOI":"10.1214\/EJP.v16-958"},{"key":"S0021900218000360_ref16","doi-asserted-by":"publisher","DOI":"10.1239\/jap\/1354716658"},{"key":"S0021900218000360_ref20","doi-asserted-by":"publisher","DOI":"10.1007\/978-1-4615-0805-2_14"}],"container-title":["Journal of Applied Probability"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/www.cambridge.org\/core\/services\/aop-cambridge-core\/content\/view\/S0021900218000360","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2021,4,30]],"date-time":"2021-04-30T11:45:42Z","timestamp":1619783142000},"score":1,"resource":{"primary":{"URL":"https:\/\/www.cambridge.org\/core\/product\/identifier\/S0021900218000360\/type\/journal_article"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2018,6]]},"references-count":21,"journal-issue":{"issue":"2","published-print":{"date-parts":[[2018,6]]}},"alternative-id":["S0021900218000360"],"URL":"http:\/\/dx.doi.org\/10.1017\/jpr.2018.36","relation":{},"ISSN":["0021-9002","1475-6072"],"issn-type":[{"value":"0021-9002","type":"print"},{"value":"1475-6072","type":"electronic"}],"subject":[],"published":{"date-parts":[[2018,6]]}}}
