Generic rank-one corrections for value iteration in Markovian decision problems

DOI10.1016/0167-6377(95)00007-7MaRDI QIDQ1905071zbMATH OpenOpenAlexWikidataFDO

Authors Dimitri P. Bertsekas

Publication date 16 January 1996

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

Full work available at URL https://doi.org/10.1016/0167-6377(95)00007-7

zbMATH Keywords

extrapolation methodGauss-Seidel methodJacobi methodMarkovian decision problemstochastic shortest pathsubdominant eigenvaluevalue iteration

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40)

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Cites work

• A modified dynamic programming method for Markovian decision problems
• Adaptive aggregation methods for infinite horizon dynamic programming
• Bounds and Transformations for Discounted Finite Markov Decision Chains
• Computing the discounted return in markov and semi-markov chains
• Conjugate gradient type methods for unsymmetric and inconsistent systems of linear equations
• Generic rank-one corrections for value iteration in Markovian decision problems
• GMRES: A Generalized Minimal Residual Algorithm for Solving Nonsymmetric Linear Systems
• scientific article; zbMATH DE number 3978276 (Why is no real title available?)
• scientific article; zbMATH DE number 1206370 (Why is no real title available?)
• Improved iterative computation of the expected discounted return in Markov and semi-Markov chains
• Modified Policy Iteration Algorithms for Discounted Markov Decision Problems
• Optimal control of diffusion processes with reflection
• Technical Note—Accelerated Computation of the Expected Discounted Return in a Markov Chain
• Technical Note—On the Asymptotic Convergence Rate of Cost Differences for Markovian Decision Processes
• The principle of minimized iterations in the solution of the matrix eigenvalue problem

Cited in

(5)

• Generic rank-one corrections for value iteration in Markovian decision problems
• Accelerated modified policy iteration algorithms for Markov decision processes
• scientific article; zbMATH DE number 522741 (Why is no real title available?)
• Accelerating Procedures of the Value Iteration Algorithm for Discounted Markov Decision Processes, Based on a One-Step Lookahead Analysis
• Multiply accelerated value iteration for nonsymmetric affine fixed point problems and application to Markov decision processes

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