A value-iteration scheme for undiscounted multichain Markov renewal programs
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Publication:3221782
DOI10.1007/BF01920916zbMath0557.90104MaRDI QIDQ3221782
Publication date: 1984
Published in: Zeitschrift für Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf01920916
policy iteration; hierarchical decomposition; finite sets of states and actions; multi-chain case; undiscounted Markov renewal programs; value-iteration scheme
90C40: Markov and semi-Markov decision processes
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An algorithm for Ph/Ph/c queues, Markov property for a function of a Markov chain: A linear algebra approach, A value iteration method for undiscounted multichain Markov decision processes
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