Improved iterative computation of the expected discounted return in Markov and semi-Markov chains
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Publication:3885559
DOI10.1007/BF01919243zbMath0442.90104OpenAlexW2063100889MaRDI QIDQ3885559
Publication date: 1980
Published in: Zeitschrift für Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf01919243
convergencetest problemsfinite Markov chainscomputational experiencesemi-Markov chainsiterative computationexpected discounted returnnorm reducing extrapolations
Numerical mathematical programming methods (65K05) Markov renewal processes, semi-Markov processes (60K15) Markov and semi-Markov decision processes (90C40)
Related Items (7)
Serial and parallel value iteration algorithms for discounted Markov decision processes ⋮ Computational comparison of policy iteration algorithms for discounted Markov decision processes ⋮ Generic rank-one corrections for value iteration in Markovian decision problems ⋮ On efficiency of linear programming applied to discounted Markovian decision problems ⋮ (Approximate) iterated successive approximations algorithm for sequential decision processes ⋮ Conditions for characterizing the structure of optimal strategies in infinite-horizon dynamic programs ⋮ Second order bounds for Markov decision processes
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