A successive approximation algorithm for an undiscounted Markov decision process

DOI10.1007/BF02276760MaRDI QIDQ1231344zbMATH OpenOpenAlexFDO

Authors K. Appert, Johannes van der Wal

Publication date 1976

Published in Computing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf02276760

Mathematics Subject Classification ID

Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Optimal stochastic control (93E20)

Cites work

• A set of successive approximation methods for discounted Markovian decision problems
• Bewertete Markovprozesse im stationären Zustand - Ein neuer Algorithmus mit Beispiel
• scientific article; zbMATH DE number 3085434 (Why is no real title available?)
• On Finding the Maximal Gain for Markov Decision Processes

Cited in

(3)

• The method of value oriented successive approximations for the average reward Markov decision process
• Some basic concepts of numerical treatment of Markov decision models
• Improved iterative computation of the expected discounted return in Markov and semi-Markov chains

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