Second order bounds for Markov decision processes

DOI10.1016/0022-247X(81)90106-2zbMath0455.90089OpenAlexW2025757024MaRDI QIDQ1150312

Lyn C. Thomas

Publication date: 1981

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

Full work available at URL: https://doi.org/10.1016/0022-247x(81)90106-2

zbMATH Keywords

Markov decision processsecond order boundslower bound on the optimal valuevalue iteration algorithm

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40)

Related Items (1)

Computational comparison of value iteration algorithms for discounted Markov decision processes

Cites Work

• A modified dynamic programming method for Markovian decision problems
• Improved iterative computation of the expected discounted return in Markov and semi-Markov chains
• Unnamed Item
• Unnamed Item

This page was built for publication: Second order bounds for Markov decision processes