Policy iteration for robust nonstationary Markov decision processes

DOI10.1007/s11590-016-1040-6zbMath1392.90122OpenAlexW2399915317MaRDI QIDQ518127

Saumya Sinha, Archis Ghate

Publication date: 28 March 2017

Published in: Optimization Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11590-016-1040-6

zbMATH Keywords

infinite-dimensional optimizationBellman's equations

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40)

Related Items (2)

Dual Ascent and Primal-Dual Algorithms for Infinite-Horizon Nonstationary Markov Decision Processes ⋮ A survey of decision making and optimization under uncertainty

Cites Work

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• Simplex Algorithm for Countable-State Discounted Markov Decision Processes
• Solution and Forecast Horizons for Infinite-Horizon Nonhomogeneous Markov Decision Processes
• Robust Dynamic Programming

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