Block-scaling of value-iteration for discounted Markov renewal programming

DOI10.1007/BF02283616zbMath0717.90088MaRDI QIDQ2638962

Paul J. Schweitzer

Publication date: 1991

Published in: Annals of Operations Research (Search for Journal in Brave)

zbMATH Keywords

successive approximationmonotone contraction operatorblock scaling factorsinfinite horizon discounted Markov renewal programmingvalue-iteration

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40) Computational methods for problems pertaining to operations research and mathematical programming (90-08)

Cites Work

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• On Bounds for Dynamic Programs
• Adaptive aggregation methods for infinite horizon dynamic programming
• An Iterative Aggregation Procedure for Markov Decision Processes
• Applying a New Device in the Optimization of Exponential Queuing Systems
• Bounds and Transformations for Discounted Finite Markov Decision Chains
• Markov-Renewal Programming. I: Formulation, Finite Return Models
• Some Bounds for Discounted Sequential Decision Processes

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