A value-iteration scheme for undiscounted multichain Markov renewal programs
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Publication:3221782
DOI10.1007/BF01920916zbMath0557.90104OpenAlexW1976200236MaRDI QIDQ3221782
Publication date: 1984
Published in: Zeitschrift für Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf01920916
policy iterationhierarchical decompositionfinite sets of states and actionsmulti-chain caseundiscounted Markov renewal programsvalue-iteration scheme
Related Items (3)
A value iteration method for undiscounted multichain Markov decision processes ⋮ Markov property for a function of a Markov chain: A linear algebra approach ⋮ An algorithm for Ph/Ph/c queues
Cites Work
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- A Fixed Point Approach to Undiscounted Markov Renewal Programs
- Linear Programming and Markov Decision Chains
- A New Specification of the Multichain Policy Iteration Algorithm in Undiscounted Markov Renewal Programs
- Technical Note—Improved Conditions for Convergence in Undiscounted Markov Renewal Programming
- The Functional Equations of Undiscounted Markov Renewal Programming
- Geometric convergence of value-iteration in multichain Markov decision problems
- Markov-Renewal Programming. I: Formulation, Finite Return Models
- On Finding Optimal Policies in Discrete Dynamic Programming with No Discounting
- Scientific Applications: An algorithm for identifying the ergodic subchains and transient states of a stochastic matrix
- Multichain Markov Renewal Programs
- Optimal decision procedures for finite markov chains. Part I: Examples
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