Computing the discounted return in markov and semi-markov chains

DOI10.1002/nav.3800280406zbMath0535.90098OpenAlexW2135938003MaRDI QIDQ3320155

Evan L. Porteus

Publication date: 1981

Published in: Naval Research Logistics Quarterly (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/nav.3800280406

zbMATH Keywords

Gaussian eliminationcomparison of algorithmssymmetric successive overrelaxationrandomly generated problemscomputation of expected discounted returnfinite Markov and semi-Markov chains

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Markov and semi-Markov decision processes (90C40)

Related Items (3)

Serial and parallel value iteration algorithms for discounted Markov decision processes ⋮ Computational comparison of policy iteration algorithms for discounted Markov decision processes ⋮ Generic rank-one corrections for value iteration in Markovian decision problems

Cites Work

• The analytic methods of operations research
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