Computation of optimal policies in discounted semi-Markov decision chains

DOI10.1007/BF01719612zbMath0536.90094OpenAlexW2015533741MaRDI QIDQ792229

L. Cantaluppi

Publication date: 1984

Published in: OR Spektrum (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01719612

zbMATH Keywords

convergence analysissuccessive approximationsepsilon-optimal policyexpected discounted rewardfinite-state semi-Markov process

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40)

Related Items (1)

Markov Branching Decision Chains with Interest-Rate-Dependent Rewards

Cites Work

• Unnamed Item
• Finite state continuous time Markov decision processes with an infinite planning horizon
• Linear programming algorithms for semi-Markovian decision processes
• Optimality of Piecewise-Constant Policies in Semi-Markov Decision Chains
• Approximations of Dynamic Programs, I
• Approximations of Dynamic Programs, II
• Optimal Replacement Rules when Changes of State are Semi-Markovian
• Markov-Renewal Programming. I: Formulation, Finite Return Models
• Finite State Continuous Time Markov Decision Processes with a Finite Planning Horizon
• Discrete Dynamic Programming with Sensitive Discount Optimality Criteria
• Continuous Time Markovian Sequential Control Processes
• Multichain Markov Renewal Programs

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