A modified Gauss-Seidel-algorithm with exclusion of suboptimal actions for A class of semi-Markovian decision problems

DOI10.1080/02331930008844514zbMath0970.90110OpenAlexW2053889517MaRDI QIDQ2709446

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Publication date: 16 April 2001

Published in: Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331930008844514

zbMATH Keywords

exclusion of suboptimal actionsmodified Gauss-Seidel algorithmsemi-Markov decision problemsuboptimality test

Mathematics Subject Classification ID

Numerical analysis or methods applied to Markov chains (65C40) Markov renewal processes, semi-Markov processes (60K15) Markov and semi-Markov decision processes (90C40)

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Approximation solution and suboptimality for discounted semi-markov decision problems with countable state space

Cites Work

• A decision exclusion algorithm for a class of Markovian Decision Processes
• Solution of a discounted semi-markovian descision problem by successive oevarrelaxation
• Solution of a Markovian decision problem by successive overrelaxation