Computation techniques for large scale undiscounted markov decision processes

DOI10.1002/NAV.3800260404MaRDI QIDQ3962809zbMATH OpenOpenAlexFDO

Authors Thom J. Hodgson, Gary J. Koehler

Publication date 1979

Published in Naval Research Logistics Quarterly (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/nav.3800260404

zbMATH Keywords

computation techniquesconvergence ratelarge scale undiscounted Markov decision processesproper scale factor selectionsuccessive approximation procedureWhite procedure

Mathematics Subject Classification ID

Numerical methods for mathematical programming, optimization and variational techniques (65K99) Markov and semi-Markov decision processes (90C40)

Cites work

• A modified dynamic programming method for Markovian decision problems
• Bounds and Transformations for Discounted Finite Markov Decision Chains
• Discounting, Ergodicity and Convergence for Markov Decision Processes
• Dynamic programming, Markov chains, and the method of successive approximations
• Erratum—Tests for Suboptimal Actions in Discounted Markov Programming
• Generalization of White's Method of Successive Approximations to Periodic Markovian Decision Processes
• scientific article; zbMATH DE number 3148886 (Why is no real title available?)
• Iterative solution of the functional equations of undiscounted Markov renewal programming
• Letter to the Editor—A Test for Suboptimal Actions in Markovian Decision Problems
• Markov-Renewal Programming. I: Formulation, Finite Return Models
• Multiple Policy Improvements in Undiscounted Markov Renewal Programming
• Note—A Test for Nonoptimal Actions in Undiscounted Finite Markov Decision Chains
• On Finding the Maximal Gain for Markov Decision Processes
• Some Bounds for Discounted Sequential Decision Processes
• Technical Note—Improved Conditions for Convergence in Undiscounted Markov Renewal Programming
• Technical Note—On the Asymptotic Convergence Rate of Cost Differences for Markovian Decision Processes
• Technical Note—The Method of Successive Approximations and Markovian Decision Problems
• Tests for Suboptimal Actions in Discounted Markov Programming

Cited in

(1)

• A methodology for computation reduction for specially structured large scale Markov decision problems

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