A polynomial time bound for Howard's policy improvement algorithm

DOI10.1007/BF01720771zbMath0597.90091WikidataQ115149439 ScholiaQ115149439MaRDI QIDQ1079511

U. Meister, Ulrich D. Holzbaur

Publication date: 1986

Published in: OR Spektrum (Search for Journal in Brave)

zbMATH Keywords

optimal policyfinite state and action spacediscounted Markovian Decision ProcessHoward's policy improvement

Mathematics Subject Classification ID

Analysis of algorithms and problem complexity (68Q25) Markov and semi-Markov decision processes (90C40)

Related Items (1)

Bounds for the quality and the number of steps in Bellman's value iteration algorithm

Cites Work

• Gaussian elimination is not optimal
• Linear Programming and Sequential Decisions
• Conditions for optimality in dynamic programming and for the limit of n-stage optimal policies to be optimal
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