A Dynamic Programming Algorithm for Embedded Markov Chains when the Planning Horizon is at Infinity
From MaRDI portal
Publication:2778998
DOI10.1287/mnsc.10.4.716zbMath0995.90622OpenAlexW2100466235MaRDI QIDQ2778998
Publication date: 22 October 2002
Published in: Management Science (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/mnsc.10.4.716
Related Items (9)
Generalized Markovian decision processes ⋮ A value-iteration scheme for undiscounted multichain Markov renewal programs ⋮ Application of Markov renewal theory and <scp>semi‐Markov</scp> decision processes in maintenance modeling and optimization of multi‐unit systems ⋮ Denumerable semi-Markov decision chains with small interest rates ⋮ Solving stochastic dynamic programming problems by linear programming — An annotated bibliography ⋮ Solutions of semi-Markov control models with recursive discount rates and approximation by $\epsilon-$optimal policies ⋮ The optimization of K-effect models by linear and dynamic programming ⋮ Linear programming algorithms for semi-Markovian decision processes ⋮ Iterative solution of the functional equations of undiscounted Markov renewal programming
This page was built for publication: A Dynamic Programming Algorithm for Embedded Markov Chains when the Planning Horizon is at Infinity
