Variational characterizations in Markov decision processes
type: Item
instance of: scholarly article
title: Variational characterizations in Markov decision processes
zbMATH Open document ID: 0594.90088
DOI: 10.1016/0022-247X(86)90229-5
author: Paul J. Schweitzer
author: Awi Federgruen
published in: Journal of Mathematical Analysis and Applications
publication date: 1986-01-01T00:00:00Z
review text: Variational characterizations and bounds for the solutions of systems of functional equations in discounted and undiscounted semi-Markov decision processes are obtained. Such upper and lower bounds can be used to measure the deviation of the current solution from optimality. The variational characterizations suggest numerical algorithms.
Mathematics Subject Classification ID: 90C40
Mathematics Subject Classification ID: 60K15
Mathematics Subject Classification ID: 90C05
zbMATH DE Number: 3956841
zbMATH Keywords: Variational characterizations
zbMATH Keywords: discounted and undiscounted semi-Markov decision processes
reviewed by: Howard J. Weiner
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 3956841