Abstract
This paper presents a unified approach to time-aggregated Markov decision processes (MDPs) with an average cost criterion. The approach is based on a framework in which a time-aggregated MDP constitutes a semi-Markov decision process (SMDP). By analyzing the performance sensitivity formulas of this SMDP, a number of optimization algorithms for time aggregated MDPs, including those previously reported in the literature, can be developed in a simple and intuitive way.
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