Monotone value iteration for discounted finite Markov decision processes

DOI10.1016/0022-247X(85)90152-0zbMath0593.90084OpenAlexW2066040239MaRDI QIDQ1076618

Douglas J. White

Publication date: 1985

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0022-247x(85)90152-0

zbMATH Keywords

value iterationfinite state, finite actions Markovian decision processtotal expected discounted reward criterion

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40)

Related Items

Determining the optimal strategies for discrete control problems on stochastic networks with discounted costs

Cites Work

• Nonstationary Markov decision problems with converging parameters
• Brouwer's fixed point theorem and finite state space Markovian decision theory
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