Generalized Inverses in Discrete Time Markov Decision Processes

DOI10.1137/0610009zbMath0662.60076OpenAlexW2034168406MaRDI QIDQ3811470

Lamond, Bernard F., Martin L. Puterman

Publication date: 1989

Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0610009

zbMATH Keywords

dynamic programmingMarkov decision processesBlackwell optimalityDrazin generalized inverse

Mathematics Subject Classification ID

Discrete-time Markov processes on general state spaces (60J05) Theory of matrix inversion and generalized inverses (15A09) Markov and semi-Markov decision processes (90C40)

Related Items (6)

An efficient basis update for asymptotic linear programming ⋮ A generalized inverse method for asymptotic linear programming ⋮ A generalized inverse for graphs with absorption ⋮ Perturbation of null spaces with application to the eigenvalue problem and generalized inverses ⋮ An Efficient Factorization for the Group Inverse ⋮ Error bounds for nonnegative dynamic models

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