Computing the discounted return in markov and semi-markov chains

DOI10.1002/NAV.3800280406zbMATH Open0535.90098OpenAlexW2135938003MaRDI QIDQ3320155FDOQ3320155

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

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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)

Cites Work

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• 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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