Block-successive approximation for a discounted Markov decision model

DOI10.1016/0304-4149(85)90046-8zbMath0559.90092OpenAlexW2080054160MaRDI QIDQ2265958

Moshe Haviv

Publication date: 1985

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(85)90046-8

zbMATH Keywords

successive approximationblock partitioningfinite state and action, discrete time, discounted Markov decision chainsoptimal discounted rewardstationary policies

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40)

Related Items (1)

(Approximate) iterated successive approximations algorithm for sequential decision processes

Cites Work

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• Contraction Mappings in the Theory Underlying Dynamic Programming
• Letter to the Editor—A Test for Suboptimal Actions in Markovian Decision Problems
• Some Bounds for Discounted Sequential Decision Processes

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