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Publication:3206684
zbMath0416.90077MaRDI QIDQ3206684
Awi Federgruen, Paul J. Schweitzer
Publication date: 1979
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
surveyrate of convergenceasymptotic behaviorMarkov decision problemsfinite state and action spacesdata transformationsoptimality equationsinfinite planning periodmaximal gain policiesundiscounted value-iteration
Minimax problems in mathematical programming (90C47) Research exposition (monographs, survey articles) pertaining to operations research and mathematical programming (90-02) Rate of convergence, degree of approximation (41A25)
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Variational characterizations in Markov decision processes ⋮ Approximation of average cost optimal policies for general Markov decision processes with unbounded costs ⋮ A pause control approach to the value iteration scheme in average Markov decision processes ⋮ A note on the convergence rate of the value iteration scheme in controlled Markov chains ⋮ Bounds on the fixed point of a monotone contraction operator ⋮ Improved iterative computation of the expected discounted return in Markov and semi-Markov chains ⋮ Generalized polynomial approximations in Markovian decision processes
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