A K-step look-ahead analysis of value iteration algorithms for Markov decision processes

DOI10.1016/0377-2217(94)00208-8MaRDI QIDQ1266643zbMATH OpenOpenAlexFDO

Authors Meir Herzberg, Uri Yechiali

Publication date 31 May 1999

Published in European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0377-2217(94)00208-8

zbMATH Keywords

value iterationmodified policy iterationadaptive relaxation factordiscounted and undiscounted Markov decision processeslook-ahead analysis

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40)

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Cites work

• scientific article; zbMATH DE number 3628710 (Why is no real title available?)
• scientific article; zbMATH DE number 3632247 (Why is no real title available?)
• scientific article; zbMATH DE number 522741 (Why is no real title available?)
• A set of successive approximation methods for discounted Markovian decision problems
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• Action Elimination Procedures for Modified Policy Iteration Algorithms
• Bounds and Transformations for Discounted Finite Markov Decision Chains
• Branch-and-Bound Strategies for Dynamic Programming
• Computational comparison of value iteration algorithms for discounted Markov decision processes
• Computing Optimal Policies for Controlled Tandem Queueing Systems
• Criteria for selecting the relaxation factor of the value iteration algorithm for undiscounted Markov and semi-Markov decision processes
• Discrete versions of an algorithm due to Varaiya
• Iterative solution of the functional equations of undiscounted Markov renewal programming
• Letter to the Editor—A Test for Suboptimal Actions in Markovian Decision Problems
• Modified Policy Iteration Algorithms for Discounted Markov Decision Problems
• Some Bounds for Discounted Sequential Decision Processes
• Technical Note—Accelerated Computation of the Expected Discounted Return in a Markov Chain
• Technical Note—Undiscounted Markov Renewal Programming Via Modified Successive Approximations
• The convergence of value iteration in discounted Markov decision processes
• Truncated policy iteration methods

Cited in

(2)

• Accelerated modified policy iteration algorithms for Markov decision processes
• Accelerating Procedures of the Value Iteration Algorithm for Discounted Markov Decision Processes, Based on a One-Step Lookahead Analysis

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