On the Convergence of Rolling Horizon Procedure and the Average Criterion

Eugenio Della Vecchia; Silvia C. Di Marco; Alain Jean-Marie

Acte de colloque

On the Convergence of Rolling Horizon Procedure and the Average Criterion

Eugenio Della Vecchia, Silvia C. Di Marco et Alain Jean-Marie

ALIO―INFORMS Joint International Meeting (INFORMS International Conference and XV CLAIO), 2010 (Buenos Aires, Argentina, 06/06/2010–09/06/2010)

2010

Résumé

J.: Computer Applications/J.7: COMPUTERS IN OTHER SYSTEMS/J.7.0: Command and control

We deal with the average criterion on Markov Decision Processes (MDP) to evaluate the performance of the policies. In IEEE A.Control, 35(10), Hernández-Lerma and Lasserre give some sufficient conditions for the convergence of the rolling horizon procedure. We present more general conditions based on properties of Markov chains and value iteration procedure.

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Détails

Titre: On the Convergence of Rolling Horizon Procedure and the Average Criterion
Créateurs - sans rôle: Eugenio Della Vecchia - Facultad de Ciencias Exactas, Ingenieria y Agrimensura [Rosario]
Silvia C. Di Marco - Facultad de Ciencias Exactas, Ingenieria y Agrimensura [Rosario]
Alain Jean-Marie - Models for the performance analysis and the control of networks
Colloque: ALIO―INFORMS Joint International Meeting (INFORMS International Conference and XV CLAIO), 2010 (Buenos Aires, Argentina, 06/06/2010–09/06/2010)
Identifiants: 9934659209311
Unité académique: Laboratoire d'Informatique de Robotique et de Microélectronique de Montpellier - LIRMM
Langue: English
Type de ressource: Conference proceeding
Champs locaux: hal-00864169