Variational characterizations in Markov decision processes
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.
discounted and undiscounted semi-Markov decision processes
scientific article; zbMATH DE number 3956841
scientific article