Bounds for the quality and the number of steps in Bellman's value iteration algorithm

DOI10.1007/BF01719454zbMath0808.90127OpenAlexW2088930631MaRDI QIDQ1317533

Ulrich D. Holzbaur

Publication date: 27 March 1995

Published in: OR Spektrum (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01719454

zbMATH Keywords

infinite horizon\(\varepsilon\)-optimal policyfinite state spacediscounted Markovian decision processsub-optimal decisions

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40)

Cites Work

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• A polynomial time bound for Howard's policy improvement algorithm
• Abschätzungen für Spektralwerte
• Bounds and good policies in stationary finite–stage Markovian decision problems
• On the Fixed Points of the Optimal Reward Operator in Stochastic Dynamic Programming with Discount Factor Greater than One

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