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An Algorithm to Identify and Compute Average Optimal Policies in Multichain Markov Decision Processes - MaRDI portal

An Algorithm to Identify and Compute Average Optimal Policies in Multichain Markov Decision Processes (Q5704141)

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scientific article; zbMATH DE number 2228306
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An Algorithm to Identify and Compute Average Optimal Policies in Multichain Markov Decision Processes
scientific article; zbMATH DE number 2228306

    Statements

    An Algorithm to Identify and Compute Average Optimal Policies in Multichain Markov Decision Processes (English)
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    11 November 2005
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    Markov decision process
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    long-run average cost
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    multichain MDP
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    communication classes, finite state space
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    computation algorithm
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    approximate optimal policies
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    optimal policies
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    compact action sets
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