Algorithms for aggregated limiting average Markov decision problems

DOI10.1007/S001860100117MaRDI QIDQ1396985zbMATH OpenOpenAlexFDO

Authors Mohammed Abbad, Cherki Daoui

Publication date 15 July 2003

Published in Mathematical Methods of Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s001860100117

zbMATH Keywords

AggregationDecompositionLinear ProgrammingMarkov Decision ProcessesPolicy Improvement

Mathematics Subject Classification ID

Linear programming (90C05) Markov and semi-Markov decision processes (90C40)

Recommendations

• A decomposition algorithm for limiting average Markov decision problems.
• On some algorithms for limiting average Markov decision processes
• Algorithms for singularly perturbed limiting average Markov control problems
• Exact decomposition approaches for Markov decision processes: a survey
• A time aggregation approach to Markov decision processes

Cited in

(8)

• Pseudometrics for State Aggregation in Average Reward Markov Decision Processes
• A time aggregation approach to Markov decision processes
• The control of a two-level Markov decision process by time aggregation
• Exact decomposition approaches for Markov decision processes: a survey
• Algorithms for singularly perturbed limiting average Markov control problems
• A decomposition algorithm for limiting average Markov decision problems.
• Hierarchical algorithms for discounted and weighted Markov decision processes
• On some algorithms for limiting average Markov decision processes

This page was built for publication: Algorithms for aggregated limiting average Markov decision problems

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1396985)