Solving MDP functional equations by lexicographic optimization (Q3945968)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Solving MDP functional equations by lexicographic optimization |
scientific article |
Statements
Solving MDP functional equations by lexicographic optimization (English)
0 references
1982
0 references
lexicographic optimization
0 references
optimal value-vector
0 references
discounted infinite horizon semi-Markovian decision process
0 references
monotone contraction operator
0 references
existence proof
0 references
Howard's policy-iteration algorithm
0 references
coupled functional equations
0 references
higher-order optimality criteria
0 references
convergence analysis
0 references