Evaluating Strategies for Markov Decision Processes in Parallel

DOI10.1287/MOOR.15.1.17MaRDI QIDQ3202149zbMATH OpenOpenAlexFDO

Authors N. A. Fay, Kevin D. Glazebrook

Publication date 1990

Published in Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1287/moor.15.1.17

zbMATH Keywords

stopping timeGittins indexstochastic schedulingstationary strategystrategy evaluationparallel Markov decision processes

Mathematics Subject Classification ID

Deterministic scheduling theory in operations research (90B35) Minimax problems in mathematical programming (90C47) Markov and semi-Markov decision processes (90C40)

Recommendations

• Markov decision processes with multiple costs
• On a reduction principle in dynamic programming
• Serial and parallel value iteration algorithms for discounted Markov decision processes
• Competing Markov decision processes
• Parallel Markov decision processes

Cited in

(5)

• The performance of forwards induction policies
• A model of project evaluation with limited attention
• A generalized oil exploration problem
• Competing Markov decision processes
• On the evaluation of strategies for branching bandit processes

This page was built for publication: Evaluating Strategies for Markov Decision Processes in Parallel

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3202149)