An Iterative Aggregation Procedure for Markov Decision Processes

DOI10.1287/opre.30.1.62zbMath0481.90090OpenAlexW2102962763MaRDI QIDQ3939622

Roy Mendelssohn

Publication date: 1982

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

Full work available at URL: https://semanticscholar.org/paper/6e3e8afa15d6f34537cdc5bd6e1c6e6fe93eba3a

zbMATH Keywords

global convergenceiterative aggregation procedurelarge scale finite state finite action Markov decision processessequence of finite subproblems

Mathematics Subject Classification ID

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

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