On the Speed of Convergence of Value Iteration on Stochastic Shortest-Path Problems

DOI10.1287/MOOR.1060.0238MaRDI QIDQ5388035zbMATH OpenOpenAlexFDO

Authors Blai Bonet

Publication date 27 May 2008

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

Full work available at URL https://doi.org/10.1287/moor.1060.0238

zbMATH Keywords

Markov decision processesstochastic shortest-path problemsvalue iteration

Mathematics Subject Classification ID

Programming involving graphs or networks (90C35) Markov and semi-Markov decision processes (90C40)

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(8)

• Computing transience bounds of emergency call centers: a hierarchical timed Petri net approach
• The stochastic shortest-path problem for Markov chains with infinite state space with applications to nearest-neighbor lattice chains
• Error bounds for stochastic shortest path problems
• Robust shortest path planning and semicontractive dynamic programming
• Q-learning and policy iteration algorithms for stochastic shortest path problems
• Speed of Convergence and Stopping Rules in an Iterative Planning Procedure for Nonconvex Economies
• On boundedness of Q-learning iterates for stochastic shortest path problems
• Ranking policies in discrete Markov decision processes

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