Computational comparison of value iteration algorithms for discounted Markov decision processes

DOI10.1016/0167-6377(83)90040-8zbMath0511.90094OpenAlexW2025596942MaRDI QIDQ1839200

A. C. Lavercombe, Lyn C. Thomas, Roger T. Hartley

Publication date: 1983

Published in: Operations Research Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-6377(83)90040-8

zbMATH Keywords

boundssuccessive over-relaxationGauss-Seideldiscounted Markov decision processesaction eliminationcomputational comparison of value iteration algorithmselimination of actionspre-Jacobi

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Markov and semi-Markov decision processes (90C40)

Related Items (5)

Serial and parallel value iteration algorithms for discounted Markov decision processes ⋮ Computational comparison of policy iteration algorithms for discounted Markov decision processes ⋮ Computing Optimal Policies for Markovian Decision Processes Using Simulation ⋮ A \(K\)-step look-ahead analysis of value iteration algorithms for Markov decision processes ⋮ Computational comparison of value iteration algorithms for discounted Markov decision processes

Cites Work

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• Second order bounds for Markov decision processes
• Computational comparison of value iteration algorithms for discounted Markov decision processes
• Bounds and Transformations for Discounted Finite Markov Decision Chains
• Technical Note—Accelerated Computation of the Expected Discounted Return in a Markov Chain
• Discounted Dynamic Programming
• Letter to the Editor—A Test for Suboptimal Actions in Markovian Decision Problems
• Some Bounds for Discounted Sequential Decision Processes

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