The variational calculus and approximation in policy space for Markovian decision processes

DOI10.1016/0022-247X(85)90197-0zbMATH Open0579.90097MaRDI QIDQ1068009FDOQ1068009

Authors: Paul J. Schweitzer 

Publication date: 1985

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

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zbMATH Keywords

variational calculusgain ratestate valuessuccessive approximations in policy space

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Markov and semi-Markov decision processes (90C40)

Cites Work

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• Perturbation theory and finite Markov chains
• Markov Renewal Programs with Small Interest Rates
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• The Functional Equations of Undiscounted Markov Renewal Programming
• Markov-Renewal Programming. I: Formulation, Finite Return Models
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• Discrete Dynamic Programming with Sensitive Discount Optimality Criteria
• On Finding Optimal Policies in Discrete Dynamic Programming with No Discounting
• On the Convergence of Policy Iteration in Stationary Dynamic Programming
• Perturbation Theory and Undiscounted Markov Renewal Programming
• Title not available (Why is that?)
• Algorithms for Stochastic Games with Geometrical Interpretation

Cited In (6)

• Policy Improvement and the Newton-Raphson Algorithm
• Successive Approximation Methods for Solving Nested Functional Equations in Markov Decision Problems
• Technical note -- cyclic variables and Markov decision processes
• Variational characterizations in Markov decision processes
• Generalized polynomial approximations in Markovian decision processes
• Technical Note—Successive Approximations in Value Determination for a Markov Decision Process

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