On iterative optimization ol structured Markov decision processes with discounted rewards

DOI10.1080/02331938408842960zbMath0556.90089OpenAlexW2140922432MaRDI QIDQ3221982

Marcel Hendrikx, J. A. E. E. Van Nunen, Jaap Wessels

Publication date: 1984

Published in: Mathematische Operationsforschung und Statistik. Series Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331938408842960

zbMATH Keywords

iterative methodstest problemssuccessive approximationoptimal policytotal reward criterionsurvey on solution techniques

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Markov and semi-Markov decision processes (90C40)

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