An Algorithm to Identify and Compute Average Optimal Policies in Multichain Markov Decision Processes

DOI10.1287/MOOR.28.3.553.16388zbMath1082.90129OpenAlexW2159692787WikidataQ114967779 ScholiaQ114967779MaRDI QIDQ5704141

Arie Leizarowitz

Publication date: 11 November 2005

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

Full work available at URL: https://doi.org/10.1287/moor.28.3.553.16388

zbMATH Keywords

Markov decision processlong-run average costoptimal policiescompact action setscomputation algorithmapproximate optimal policiescommunication classes, finite state spacemultichain MDP

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Markov and semi-Markov decision processes (90C40)

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