Solving Markovian decision processes by successive elimination of variables

DOI10.1016/0022-247X(88)90316-2zbMath0648.90089MaRDI QIDQ1105497

Paul J. Schweitzer

Publication date: 1988

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

zbMATH Keywords

algorithmsundiscounted casediscounted caseestimation of state variablesSemi- Markov decision processessuccessive elimination of variables

Mathematics Subject Classification ID

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

Related Items

Replacement process decomposition for discounted Markov renewal programming ⋮ Contraction mappings underlying undiscounted Markov decision problems

Cites Work

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• On the existence of relative values for undiscounted Markovian decision processes with a scalar gain rate
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• The Functional Equations of Undiscounted Markov Renewal Programming
• Optimal decision procedures for finite Markov chains. Part II: Communicating systems
• Markov-Renewal Programming. I: Formulation, Finite Return Models
• Contraction Mappings in the Theory Underlying Dynamic Programming
• Multichain Markov Renewal Programs