Computing the discounted return in markov and semi-markov chains

DOI10.1002/NAV.3800280406MaRDI QIDQ3320155zbMATH OpenOpenAlexFDO

Authors 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 eliminationsymmetric successive overrelaxationrandomly generated problemscomparison of algorithmscomputation 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)

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Cites work

• scientific article; zbMATH DE number 3148886 (Why is no real title available?)
• scientific article; zbMATH DE number 3631458 (Why is no real title available?)
• scientific article; zbMATH DE number 3634044 (Why is no real title available?)
• scientific article; zbMATH DE number 3215568 (Why is no real title available?)
• The analytic methods of operations research

Cited in

(4)

• Computational comparison of policy iteration algorithms for discounted Markov decision processes
• Generic rank-one corrections for value iteration in Markovian decision problems
• Serial and parallel value iteration algorithms for discounted Markov decision processes
• Iterative Aggregation-Disaggregation Procedures for Discounted Semi-Markov Reward Processes

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