A methodology for computation reduction for specially structured large scale Markov decision problems

DOI10.1016/0377-2217(88)90461-4zbMath0627.90093OpenAlexW2056393182MaRDI QIDQ1092822

Russell E. King, Thom J. Hodgson, Fong-Yuen Ding

Publication date: 1988

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0377-2217(88)90461-4

zbMATH Keywords

large scale problemssequential decision makingextremely large state and action spaces

Mathematics Subject Classification ID

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

Cites Work

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• Linear Programming in a Markov Chain
• Perturbation Theory and Undiscounted Markov Renewal Programming
• On Finding the Maximal Gain for Markov Decision Processes
• Technical Note—On the Asymptotic Convergence Rate of Cost Differences for Markovian Decision Processes
• Generalization of White's Method of Successive Approximations to Periodic Markovian Decision Processes

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