Technical Note—Successive Approximations in Value Determination for a Markov Decision Process

DOI10.1287/OPRE.35.5.784zbMATH Open0636.90093OpenAlexW2094073206MaRDI QIDQ3777826

Theodore J. Sheskin

Publication date: 1987

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

Full work available at URL: https://doi.org/10.1287/opre.35.5.784

zbMATH Keywords

Jacobi iterationsuccessive approximationsGauss-Seidelundiscounted Markov decision processMarkov chain partitioning algorithmvalue-determination equations

Mathematics Subject Classification ID

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

Related Items (5)

A class of procedures to compute the optimal value f unction in a Markovian decision problem ⋮ Solving Markovian decision processes by successive elimination of variables ⋮ Successive Approximations for Finite Horizon, Semi-Markov Decision Processes with Application to Asset Liquidation ⋮ Block-successive approximation for a discounted Markov decision model ⋮ Title not available (Why is that?)

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