An improved algorithm for solving communicating average reward Markov decision processes

DOI10.1007/BF02055583zbMath0717.90084OpenAlexW2002035237MaRDI QIDQ2638957

Moshe Haviv, Martin L. Puterman

Publication date: 1991

Published in: Annals of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02055583

zbMATH Keywords

average reward criterionpolicy iteration algorithmcommunicating Markov decision processesmultichain policiesunichain policies

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40) Computational methods for problems pertaining to operations research and mathematical programming (90-08)

Related Items (4)

An effective numerical method for controlled routing in large trunk line networks ⋮ On some algorithms for limiting average Markov decision processes ⋮ Exact decomposition approaches for Markov decision processes: a survey ⋮ A decomposition algorithm for limiting average Markov decision problems.

Cites Work

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• Communicating MDPs: Equivalence and LP properties
• On the Convergence of Policy Iteration in Finite State Undiscounted Markov Decision Processes: The Unichain Case
• Optimal decision procedures for finite Markov chains. Part II: Communicating systems
• Computing Optimal Policies for Controlled Tandem Queueing Systems
• Discrete Dynamic Programming
• Denumerable State Markovian Decision Processes-Average Cost Criterion
• Scientific Applications: An algorithm for identifying the ergodic subchains and transient states of a stochastic matrix

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