On iterative optimization ol structured Markov decision processes with discounted rewards

DOI10.1080/02331938408842960MaRDI QIDQ3221982zbMATH OpenOpenAlexFDO

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

Publication date 1984

Published in Mathematische Operationsforschung und Statistik. Series Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02331938408842960

zbMATH Keywords

iterative methodsoptimal policysuccessive approximationsurvey on solution techniquestest problemstotal reward criterion

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Markov and semi-Markov decision processes (90C40)

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