Policy iteration for robust nonstationary Markov decision processes
type: Item
instance of: scholarly article
title: Policy iteration for robust nonstationary Markov decision processes
zbMATH Open document ID: 1392.90122
author: Saumya Sinha
author: Archis Ghate
published in: Optimization Letters
publication date: 2017-03-28T00:00:00Z
Mathematics Subject Classification ID: 90C40
zbMATH DE Number: 6697594
zbMATH Keywords: Bellman's equations
zbMATH Keywords: infinite-dimensional optimization
MaRDI profile type: Publication
full work available at URL: s11590-016-1040-6
OpenAlex ID: W2399915317
cites work: Infinite dimensional analysis. A hitchhiker's guide
cites work: Q3182207
cites work: Solution and Forecast Horizons for Infinite-Horizon Nonhomogeneous Markov Decision Processes
cites work: Solving nonstationary infinite horizon dynamic optimization problems
cites work: A New Optimality Criterion for Nonhomogeneous Markov Decision Processes
cites work: A Shadow Simplex Method for Infinite Linear Programs
cites work: A Linear Programming Approach to Nonstationary Infinite-Horizon Markov Decision Processes
cites work: Q3266141
cites work: Robust Dynamic Programming
cites work: Simplex Algorithm for Countable-State Discounted Markov Decision Processes
cites work: Robust Control of Markov Decision Processes with Uncertain Transition Matrices
cites work: Q4315289
cites work: Infinite Horizon Optimization
cites work: Finite dimensional approximation in infinite dimensional mathematical programming
cites work: The simplex and policy-iteration methods are strongly polynomial for the Markov decision problem with a fixed discount rate
DOI: 10.1007/S11590-016-1040-6
Recommended article: Policy set iteration for Markov decision processes
Recommended article: Q5053310
Recommended article: Policy iteration type algorithms for recurrent state Markov decision processes
Recommended article: Q4016656
Recommended article: Policy iteration for bounded-parameter POMDPs
Recommended article: Robustness of Policies in Constrained Markov Decision Processes
Recommended article: Adaptive policy-iteration and policy-value-iteration for discounted Markov decision processes
Recommended article: Efficient policies for stationary possibilistic Markov decision processes
Recommended article: Policy Bounds for Markov Decision Processes
description: scientific article; zbMATH DE number 6697594