A decomposition algorithm for limiting average Markov decision problems.

DOI10.1016/S0167-6377(03)00055-5zbMath1052.90097MaRDI QIDQ1412714

Hatim Boustique, Mohammed Abbad

Publication date: 25 November 2003

Published in: Operations Research Letters (Search for Journal in Brave)

zbMATH Keywords

Decompositiondiscrete time Markov decision processCommunicating classes

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40)

Related Items (3)

On some algorithms for limiting average Markov decision processes ⋮ Exact decomposition approaches for Markov decision processes: a survey ⋮ A variable neighborhood search based algorithm for finite-horizon Markov decision processes

Cites Work

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• An improved algorithm for solving communicating average reward Markov decision processes
• Multichain Markov Decision Processes with a Sample Path Constraint: A Decomposition Approach
• Discrete Dynamic Programming

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