Iterative solution of the functional equations of undiscounted Markov renewal programming
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Publication:2546840
DOI10.1016/0022-247X(71)90094-1zbMath0218.90070OpenAlexW2049847128MaRDI QIDQ2546840
Publication date: 1971
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(71)90094-1
Markov renewal processes, semi-Markov processes (60K15) Markov and semi-Markov decision processes (90C40)
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Cites Work
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- Dynamic programming, Markov chains, and the method of successive approximations
- Linear programming algorithms for semi-Markovian decision processes
- A Dynamic Programming Algorithm for Embedded Markov Chains when the Planning Horizon is at Infinity
- Letter to the Editor—A Critique of the Norman-White Dynamic Programming Approximation
- Perturbation Theory and Undiscounted Markov Renewal Programming
- On Finding the Maximal Gain for Markov Decision Processes
- Multichain Markov Renewal Programs
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