Criteria for selecting the relaxation factor of the value iteration algorithm for undiscounted Markov and semi-Markov decision processes

DOI10.1016/0167-6377(91)90059-XzbMath0744.90098MaRDI QIDQ1178729

Uri Yechiali, Meir Herzberg

Publication date: 26 June 1992

Published in: Operations Research Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-6377(91)90059-x

zbMATH Keywords

undiscounted Markov decision processes; value iteration algorithm; adaptive relaxation factor; semi-Markov decision problems

Mathematics Subject Classification ID

90C40: Markov and semi-Markov decision processes

Related Items

Performance analysis for controlled semi-Markov systems with application to maintenance, A \(K\)-step look-ahead analysis of value iteration algorithms for Markov decision processes

Cites Work

• A simple technique in Markovian control with applications to resource allocation to resource allocation in communication networks
• Iterative solution of the functional equations of undiscounted Markov renewal programming
• Optimal and suboptimal stationary controls for Markov chains
• Technical Note—Improved Conditions for Convergence in Undiscounted Markov Renewal Programming
• Geometric convergence of value-iteration in multichain Markov decision problems
• Discrete versions of an algorithm due to Varaiya