Solving MDP functional equations by lexicographic optimization (Q3945968): Difference between revisions
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Latest revision as of 22:40, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Solving MDP functional equations by lexicographic optimization |
scientific article |
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Solving MDP functional equations by lexicographic optimization (English)
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1982
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lexicographic optimization
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optimal value-vector
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discounted infinite horizon semi-Markovian decision process
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monotone contraction operator
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existence proof
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Howard's policy-iteration algorithm
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coupled functional equations
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higher-order optimality criteria
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convergence analysis
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