Simulation-based optimization of Markov decision processes: An empirical process theory approach

Rahul Jain, Pravin Varaiya. Simulation-based optimization of Markov decision processes: An empirical process theory approach. Automatica, 46(8):1297-1304, 2010. [doi]

@article{JainV10,
  title = {Simulation-based optimization of Markov decision processes: An empirical process theory approach},
  author = {Rahul Jain and Pravin Varaiya},
  year = {2010},
  doi = {10.1016/j.automatica.2010.05.021},
  url = {http://dx.doi.org/10.1016/j.automatica.2010.05.021},
  tags = {empirical, optimization, rule-based, Markov, systematic-approach},
  researchr = {https://researchr.org/publication/JainV10},
  cites = {0},
  citedby = {0},
  journal = {Automatica},
  volume = {46},
  number = {8},
  pages = {1297-1304},
}