scientific article; zbMATH DE number 3648459

MaRDI QIDQ3206684zbMATH OpenFDO

Authors Awi Federgruen, Paul J. Schweitzer

Publication date 1979

zbMATH Keywords

asymptotic behaviordata transformationsfinite state and action spacesinfinite planning periodMarkov decision problemsmaximal gain policiesoptimality equationsrate of convergencesurveyundiscounted value-iteration

Mathematics Subject Classification ID

Rate of convergence, degree of approximation (41A25) Research exposition (monographs, survey articles) pertaining to operations research and mathematical programming (90-02) Minimax problems in mathematical programming (90C47)

Cited in

(7)

• Generalized polynomial approximations in Markovian decision processes
• Variational characterizations in Markov decision processes
• A pause control approach to the value iteration scheme in average Markov decision processes
• A note on the convergence rate of the value iteration scheme in controlled Markov chains
• Approximation of average cost optimal policies for general Markov decision processes with unbounded costs
• Improved iterative computation of the expected discounted return in Markov and semi-Markov chains
• Bounds on the fixed point of a monotone contraction operator

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