An improved algorithm for solving communicating average reward Markov decision processes

DOI10.1007/BF02055583MaRDI QIDQ2638957zbMATH OpenOpenAlexFDO

Authors Moshe Haviv, Martin L. Puterman

Publication date 1991

Published in Annals of Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf02055583

zbMATH Keywords

average reward criterioncommunicating Markov decision processesmultichain policiespolicy iteration algorithmunichain policies

Mathematics Subject Classification ID

Computational methods for problems pertaining to operations research and mathematical programming (90-08) Markov and semi-Markov decision processes (90C40)

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Cites work

• Communicating MDPs: Equivalence and LP properties
• Computing Optimal Policies for Controlled Tandem Queueing Systems
• Denumerable State Markovian Decision Processes-Average Cost Criterion
• Discrete Dynamic Programming
• scientific article; zbMATH DE number 3148886 (Why is no real title available?)
• On the Convergence of Policy Iteration in Finite State Undiscounted Markov Decision Processes: The Unichain Case
• Optimal decision procedures for finite Markov chains. Part II: Communicating systems
• Scientific Applications: An algorithm for identifying the ergodic subchains and transient states of a stochastic matrix

Cited in

(8)

• Communicating MDPs: Equivalence and LP properties
• A decomposition algorithm for limiting average Markov decision problems.
• An effective numerical method for controlled routing in large trunk line networks
• A structured pattern matrix algorithm for multichain Markov decision processes
• On some algorithms for limiting average Markov decision processes
• Value Iteration in a Class of Communicating Markov Decision Chains with the Average Cost Criterion
• Heuristic algorithm for nested Markov decision process: solution quality and computational complexity
• Exact decomposition approaches for Markov decision processes: a survey

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