An Heuristic for Multi-Dimensional Markov Decision Processes

DOI10.1080/02522667.1993.10699150MaRDI QIDQ5286928zbMATH OpenOpenAlexFDO

Authors D. J. White

Publication date 23 August 1993

Published in Journal of Information and Optimization Sciences (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02522667.1993.10699150

zbMATH Keywords

heuristicinfinite horizon multidimensional Markov decision processesoptimality bounds

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40)

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Cites work

• scientific article; zbMATH DE number 3906232 (Why is no real title available?)
• Markov decision processes
• Some Bounds for Discounted Sequential Decision Processes
• State Constraints in Convex Control Problems of Bolza

Cited in

(9)

• Markov decision processes with multidimensional action spaces
• Generalizing Markov decision processes to imprecise probabilities
• Sensitivity-based nested partitions for solving finite-horizon Markov decision processes
• Heuristics as Markov chains
• Cost rate heuristics for semi-Markov decision processes
• scientific article; zbMATH DE number 934462 (Why is no real title available?)
• Suboptimal policy determination for large-scale Markov decision processes. II: Implementation and numerical evaluation
• Heuristic algorithm for nested Markov decision process: solution quality and computational complexity
• A pseudo-polynomial heuristic for path-constrained discrete-time Markovian-target search

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