scientific article; zbMATH DE number 3628710

zbMath0404.90051MaRDI QIDQ4190426

J. A. E. E. Van Nunen

Publication date: 1976

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zbMATH Keywords

Countable State SpaceUnbounded RewardsContracting Markov Decision ProcessesEpsilon-Optimal Stationary Policies

Mathematics Subject Classification ID

Minimax problems in mathematical programming (90C47) Stopping times; optimal stopping problems; gambling theory (60G40) Markov renewal processes, semi-Markov processes (60K15) Research exposition (monographs, survey articles) pertaining to operations research and mathematical programming (90-02)

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A class of procedures to compute the optimal value f unction in a Markovian decision problem ⋮ Some basic concepts of numerical treatment of Markov decision models ⋮ Survey of linear programming for standard and nonstandard Markovian control problems. Part I: Theory ⋮ (Approximate) iterated successive approximations algorithm for sequential decision processes ⋮ On theory and algorithms for Markov decision problems with the total reward criterion ⋮ The method of value oriented successive approximations for the average reward Markov decision process ⋮ Solving linear systems by methods based on a probabilistic interpretation ⋮ Denumerable semi-Markov decision chains with small interest rates ⋮ Discounted Markov games: Generalized policy iteration method ⋮ A \(K\)-step look-ahead analysis of value iteration algorithms for Markov decision processes ⋮ On the convergence of successive approximations in dynamic programming with non-zero terminal reward ⋮ Infinite horizon Markov decision processes with unknown or variable discount factors ⋮ Truncated policy iteration methods

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