Variational characterizations in Markov decision processes (Q1077334)

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scientific article; zbMATH DE number 3956841
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    Variational characterizations in Markov decision processes
    scientific article; zbMATH DE number 3956841

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      Variational characterizations in Markov decision processes (English)
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      1986
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      Variational characterizations and bounds for the solutions of systems of functional equations in discounted and undiscounted semi-Markov decision processes are obtained. Such upper and lower bounds can be used to measure the deviation of the current solution from optimality. The variational characterizations suggest numerical algorithms.
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      Variational characterizations
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      discounted and undiscounted semi-Markov decision processes
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