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van Nunen, J. A. E. E.

A set of successive approximation methods for discounted Markovian decision problems. (English) Zbl 0357.90074

Z. Oper. Res., Ser. A 20, 203-208 (1976).
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Cited in 1 Review
Cited in 16 Documents

MSC:

90C40 Markov and semi-Markov decision processes
49L99 Hamilton-Jacobi theories
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References:

[1] Blackwell, D.: Discrete dynamic programming. Ann. Math. Stat.33, 719–729, 1962. · Zbl 0133.12906 · doi:10.1214/aoms/1177704593
[2] –: Discounted dynamic programming. Ann. Math. Stat.36, 226–234, 1965. · Zbl 0133.42805 · doi:10.1214/aoms/1177700285
[3] Denardo, E.: Contraction mappings in the theory underlying dynamic programming. SIAM Review9, 165–177, 1967. · Zbl 0154.45101 · doi:10.1137/1009030
[4] van Doorn, E.: Successieve approximatiemethoden voor Markov beslissingsprocessen met verdiskontering. Memorandum COSOR 73-02, Eindhoven University of Technology, Department of Mathematics, Eindhoven.
[5] de Ghellinck, G., andG. Eppen: Linear programming solutions for separable Markovian decision problems. Management Science13, 371–394, 1967. · Zbl 0203.22001 · doi:10.1287/mnsc.13.5.371
[6] Grinold, R.: Elimination of suboptimal actions in Markov decision problems. Operat. Res.21, 848 to 851, 1973. · Zbl 0259.90053
[7] Hastings, N.: The repair limit replacement method. Operat. Res.19, 337–349, 1969.
[8] Howard, R.: Dynamic programming and Markov processes. Cambridge 1960. · Zbl 0091.16001
[9] MacQueen, J.: A modified dynamic programming method for Markovian decision problems. J. Math. An. Appl.14, 38–43, 1966. · Zbl 0141.17203 · doi:10.1016/0022-247X(66)90060-6
[10] –: A test for suboptimal actions in Markovian decision problems. Operat. Res.15, 559–561, 1967. · Zbl 0171.18401 · doi:10.1287/opre.15.3.559
[11] Mine, H., andS. Osaki: Markovian decision processes. New York 1970. · Zbl 0209.51601
[12] Porteus, E.: Some bounds for discounted sequential decision processes. Man. Sci.18, 7–11, 1971. · Zbl 0232.90004
[13] Wessels, J., andJ. van Nunen: Discounted semi-Markov decision processes: linear programming and policy iteration. Statistica Neerlandica29, 1–7, 1975. · Zbl 0304.90118 · doi:10.1111/j.1467-9574.1975.tb00238.x
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