(Approximate) iterated successive approximations algorithm for sequential decision processes

DOI10.1007/S10479-012-1073-XzbMATH Open1274.90469OpenAlexW2014981566MaRDI QIDQ378751FDOQ378751

Authors: Pelin G. Canbolat, Uriel G. Rothblum 

Publication date: 12 November 2013

Published in: Annals of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10479-012-1073-x

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zbMATH Keywords

successive approximationsMarkov decision chainsmodified policy iterationsequential decision processes

Mathematics Subject Classification ID

Approximation methods and heuristics in mathematical programming (90C59) Markov and semi-Markov decision processes (90C40)

Cites Work

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• Q-learning and enhanced policy iteration in discounted dynamic programming
• Contraction Mappings in the Theory Underlying Dynamic Programming
• Truncated policy iteration methods
• Block-successive approximation for a discounted Markov decision model
• Affine Structure and Invariant Policies for Dynamic Programs
• Improved iterative computation of the expected discounted return in Markov and semi-Markov chains
• Action Elimination Procedures for Modified Policy Iteration Algorithms
• A set of successive approximation methods for discounted Markovian decision problems
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• On the Convergence of Policy Iteration in Stationary Dynamic Programming
• Some Bounds for Discounted Sequential Decision Processes

Cited In (5)

• Discounted Markov decision processes with fuzzy costs
• Interval iteration algorithm for MDPs and IMDPs
• Title not available (Why is that?)
• Title not available (Why is that?)
• Q-learning and policy iteration algorithms for stochastic shortest path problems

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