A Rollout Algorithm for Multichain Markov Decision Processes with Average Cost

DOI10.1007/978-3-642-02894-6_15zbMATH Open1185.90202OpenAlexW2175190893MaRDI QIDQ3407649FDOQ3407649

Authors: Tao Sun, Peter B. Luh, Qianchuan Zhao 

Publication date: 4 March 2010

Published in: Positive Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-642-02894-6_15

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Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40) Large-scale systems (93A15)

Cited In (2)

• An Algorithm to Identify and Compute Average Optimal Policies in Multichain Markov Decision Processes
• NDP methods for multi-chain MDPs

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