Discounted semi-Markov decision processes: linear programming and policy iteration

DOI10.1111/J.1467-9574.1975.TB00238.XMaRDI QIDQ4060771zbMATH OpenOpenAlexFDO

Authors J. Wessels, J. A. E. E. Van Nunen

Publication date 1975

Published in Statistica Neerlandica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/j.1467-9574.1975.tb00238.x

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Markov and semi-Markov decision processes (90C40)

Cites work

• Contraction Mappings in the Theory Underlying Dynamic Programming
• scientific article; zbMATH DE number 3133911 (Why is no real title available?)
• scientific article; zbMATH DE number 3148886 (Why is no real title available?)
• scientific article; zbMATH DE number 3333895 (Why is no real title available?)
• scientific article; zbMATH DE number 3361677 (Why is no real title available?)

Cited in

(7)

• Markov decision processes with a minimum-variance criterion
• Discounted Markov games; successive approximation and stopping times
• Semi-Markov decision processes with vector pay-offs
• A set of successive approximation methods for discounted Markovian decision problems
• Solving stochastic dynamic programming problems by linear programming — An annotated bibliography
• Survey of linear programming for standard and nonstandard Markovian control problems. Part I: Theory
• Linear programming in tector criterion markov and semi-Markov decision processes

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