The policy iteration algorithm for average reward Markov decision processes with general state space

DOI10.1109/9.650016zbMath0906.93063WikidataQ114991401 ScholiaQ114991401MaRDI QIDQ4395828

Sean P. Meyn

Publication date: 12 August 1998

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/9.650016

zbMATH Keywords

optimal control; queueing networks; deterministic routing; controlled Markov chains; Howard's policy iteration algorithm

Mathematics Subject Classification ID

90B15: Stochastic network models in operations research

93E20: Optimal stochastic control

60K20: Applications of Markov renewal processes (reliability, queueing networks, etc.)

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