Reward revision and the average reward Markov decision process
type: Item
instance of: scholarly article
title: Reward revision and the average reward Markov decision process
zbMATH Open document ID: 0634.90093
DOI: 10.1007/BF01719829
published in: OR Spektrum
publication date: 1987-01-01T00:00:00Z
review text: We integrate two numerical procedures for solving the average reward Markov decision process (MDP), standard successive approximations and modified policy iteration with reward revision. Reward revision is the process of revising the reward structure of a second, more computationally desirable MDP so as to produce, in the limit, an optimality equation having a fixed point identical to that associated with the original MDP. A numerical study indicates that for MDP's having a non-sparse structure with a small number of relatively large entries per row, the addition of reward revision can have significant computational benefits.
Mathematics Subject Classification ID: 90C40
zbMATH DE Number: 4033533
zbMATH Keywords: average reward Markov decision process
zbMATH Keywords: successive approximations
zbMATH Keywords: modified policy iteration
zbMATH Keywords: reward revision
author: Chelsea C. White
author: W. T. Scherer
MaRDI profile type: Publication
cites work: Dynamic programming and stochastic control
cites work: Suboptimal policy determination for large-scale Markov decision processes. II: Implementation and numerical evaluation
cites work: Modified Policy Iteration Algorithms for Discounted Markov Decision Problems
cites work: Q5526189
cites work: Iterative Aggregation-Disaggregation Procedures for Discounted Semi-Markov Reward Processes
cites work: Suboptimal policy determination for large-scale Markov decision processes. I: Description and bounds
cites work: Suboptimal Design for Large Scale, Multimodule Systems
cites work: Reward Revision for Discounted Markov Decision Problems
cites work: Approximations of Dynamic Programs, I
cites work: Approximations of Dynamic Programs, II
full work available at URL: https://doi.org/10.1007/bf01719829
OpenAlex ID: W2084847333
description: scientific article; zbMATH DE number 4033533