Replacement process decomposition for discounted Markov renewal programming
From MaRDI portal
Publication:2638963
DOI10.1007/BF02283617zbMath0717.90089OpenAlexW1964796229MaRDI QIDQ2638963
Paul J. Schweitzer, Ushio Sumita, Katsuhisa Ohno
Publication date: 1991
Published in: Annals of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf02283617
disaggregationiterative decompositioninfinite-horizon discounted Markov renewalpolicy-iterationreplacement process methodvalue- iteration
Markov and semi-Markov decision processes (90C40) Computational methods for problems pertaining to operations research and mathematical programming (90-08)
Related Items (2)
Block-scaling of value-iteration for discounted Markov renewal programming ⋮ Replacement process decomposition for discounted Markov renewal programming
Cites Work
- Unnamed Item
- Bounds on the fixed point of a monotone contraction operator
- An algorithm for Ph/Ph/c queues
- An iterative aggregation-disaggregation algorithm for solving linear equations
- Solving Markovian decision processes by successive elimination of variables
- A modified dynamic programming method for Markovian decision problems
- Linear programming algorithms for semi-Markovian decision processes
- Finite state Markovian decision processes
- Replacement process decomposition for discounted Markov renewal programming
- APPLICATION OF THE REPLACEMENT PROCESS APPROACH FOR COMPUTING THE ERGODIC PROBABILITY VECTOR OF LARGE SCALE ROW-CONTINUOUS MARKOV CHAINS
- A New Algorithm for Computing the Ergodic Probability Vector for Large Markov Chains
- On Bounds for Dynamic Programs
- Iterative Aggregation-Disaggregation Procedures for Discounted Semi-Markov Reward Processes
- Adaptive aggregation methods for infinite horizon dynamic programming
- A UNIFIED APPROACH TO ALGORITHMS WITH A SUBOPTIMALITY TEST IN DISCOUNTED SEMI-MARKOV DECISION PROCESSES
- An Iterative Aggregation Procedure for Markov Decision Processes
- Applying a New Device in the Optimization of Exponential Queuing Systems
- Discrete versions of an algorithm due to Varaiya
- Stochastic Complementation, Uncoupling Markov Chains, and the Theory of Nearly Reducible Systems
- Markov-Renewal Programming. I: Formulation, Finite Return Models
- Some Bounds for Discounted Sequential Decision Processes
This page was built for publication: Replacement process decomposition for discounted Markov renewal programming