Fitted Value Iteration in Continuous MDPs With State Dependent Action Sets
Hao Li, Shiping Shao, Abhishek Gupta · IEEE Control Systems Letters · 2021
In this letter, we establish the convergence of fitted value iteration and fitted Q-value iteration for continuous-state continuous-action Markov decision problems (MDPs) with state-dependent action sets. We further extend the algorithm and the convergence result to the case of monotone MDPs.