scientific article

zbMath0429.90043MaRDI QIDQ3867541

Douglas J. White

Publication date: 1978

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

linear programmingpolicy iterationvalue iterationundiscounted Markov decision processessequential decision processesfinite action spacefinite state spacediscounted Markov decision processesMarkov renewal programmingfinite Markov decision processesfinite dynamic programminginfinite horizon equationpolicy-space algorithms

Mathematics Subject Classification ID

Minimax problems in mathematical programming (90C47) Dynamic programming (90C39) Markov renewal processes, semi-Markov processes (60K15) Markov and semi-Markov decision processes (90C40) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to operations research and mathematical programming (90-01)

Related Items (16)

Approximating Markov decision processes using expected state transitions ⋮ Linear programming formulations of Markov decision processes ⋮ Monotone value iteration for discounted finite Markov decision processes ⋮ Discount-isotone policies for Markov decision processes ⋮ Markov: A methodology for the solution of infinite time horizon markov decision processes ⋮ Repair limit replacement ⋮ Multi-objective infinite-horizon discounted Markov decision processes ⋮ Markov decision processes ⋮ On Markov policies for minimax decision processes ⋮ Shortest and longest path problems ⋮ Monotonicity of Mangasarian's iterative algorithm for generalized linear complementarity problems ⋮ Solving infinite horizon discounted Markov decision process problems for a range of discount factors ⋮ Stochastic revision opportunities in Markov decision problems ⋮ Infinite horizon Markov decision processes with unknown or variable discount factors ⋮ Isotone policies for the value iteration method for Markov decision processes ⋮ Revised simplex algorithm for finite Markov decision processes

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