Variational characterizations in Markov decision processes (Q1077334): Difference between revisions
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Revision as of 20:50, 13 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Variational characterizations in Markov decision processes |
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Variational characterizations in Markov decision processes (English)
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1986
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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.
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Variational characterizations
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discounted and undiscounted semi-Markov decision processes
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