The value iteration method for countable state Markov decision processes

DOI10.1016/S0167-6377(99)00015-2zbMATH Open0954.90060WikidataQ127932269 ScholiaQ127932269MaRDI QIDQ1306452FDOQ1306452

Authors: Yossi Aviv, Awi Federgruen 

Publication date: 9 February 2001

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

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zbMATH Keywords

Markov decision processesunbounded costsoptimal policycountable state spacevalue-iteration method

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40)

Cites Work

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Cited In (22)

• Deciding the Value 1 Problem for $\sharp$ -acyclic Partially Observable Markov Decision Processes
• A continuous review model with general shelf age and delay-dependent inventory costs
• Analysis of the optimal resource allocation for a tandem queueing system
• Optimal control of a two-server heterogeneous queueing system with breakdowns and constant retrials
• Algorithms for Countable State Markov Decision Models with an Absorbing Set
• Maximizing the probability of visiting a set infinitely often for a countable state space Markov decision process
• Title not available (Why is that?)
• Structural properties of the optimal resource allocation policy for single-queue systems
• Heuristic solution for the optimal thresholds in a controllable multi-server heterogeneous queueing system without preemption
• Illustrated review of convergence conditions of the value iteration algorithm and the rolling horizon procedure for average-cost MDPs
• Stochastic Inventory Models with Limited Production Capacity and Periodically Varying Parameters
• Technical note -- cyclic variables and Markov decision processes
• Value set iteration for Markov decision processes
• On convergence of value iteration for a class of total cost Markov decision processes
• Optimal threshold control of a retrial queueing system with finite buffer
• Uniform convergence of value iteration policies for discounted Markov decision processes
• Title not available (Why is that?)
• An optimal control approach to day-to-day congestion pricing for stochastic transportation networks
• The Value Iteration Algorithm in Risk-Sensitive Average Markov Decision Chains with Finite State Space
• The convergence of value iteration in discounted Markov decision processes
• Isotone policies for the value iteration method for Markov decision processes
• An analysis of transient Markov decision processes

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