Generalized Markovian decision processes

DOI10.1007/BF01965715zbMath0417.90087MaRDI QIDQ3208458

Israel Brosh, E. Shlifer, Paul J. Schweitzer

Publication date: 1977

Published in: Zeitschrift für Operations Research (Search for Journal in Brave)

zbMATH Keywords

convergence analysispolicy-iteration algorithmcoupled functional equationsdiscounted semi-Markovian decision processesgeneralized Markovian decision processeslinear programming formulationsMarkov ratio decision process

Mathematics Subject Classification ID

Minimax problems in mathematical programming (90C47) Rate of convergence, degree of approximation (41A25)

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