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Veugen, L. M. M.; van der Wal, J.; Wessels, J.

The numerical exploitation of periodicity in Markov decision processes. (English) Zbl 0526.90095

OR Spektrum 5, 97-103 (1983).
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Cited in 3 Documents

MSC:

90C40 Markov and semi-Markov decision processes
65K05 Numerical mathematical programming methods

Keywords:

periodicity; successive approximations; discounted and undiscounted periodic Markov decision processes; sharp bounds
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Full Text: DOI

References:

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[3] Hendrikx M, van Nunen J, Wessels J (1980) Some notes on iterative optimization of structured Markov decision processes with discounted rewards, Memorandum COSOR 80-20. Dept. Math. Comp. Sci., Eindhoven University of Technology · Zbl 0556.90089
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[10] Su S, Deininger R (1972) Generalization of White’s method of successive approximations to periodic Markovian decision processes. Oper Res 20:318–326 · Zbl 0241.90064 · doi:10.1287/opre.20.2.318
[11] Wal J van der (1980) The method of value oriented successive approximations for the average reward Markov decision process. OR Spektrum 1:233–242 · Zbl 0443.90109 · doi:10.1007/BF01719500
[12] Wal J van der (1981) Stochastic dynamic programming. Math. Centre Tract 139. Mathematisch Centrum Amsterdam · Zbl 0462.90055
[13] Wessels J (1980) Markov decision processes: implementation aspects Memorandum COSOR 80-14. Dept. of Math. and Comp. Sci., Eindhoven University of Technology
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