Successive approximations for Markov decision processes and Markov games with unbounded rewards

DOI10.1080/02331937908842597MaRDI QIDQ3854944zbMATH OpenOpenAlexFDO

Authors J. A. E. E. Van Nunen, J. Wessels

Publication date 1979

Published in Mathematische Operationsforschung und Statistik. Series Optimization (Search for Journal in Brave)

Full work available at URL https://research.tue.nl/nl/publications/d9fad78f-5659-4e06-88af-6acf3ea2640c

zbMATH Keywords

convergenceMarkov decision processesMarkov gamessuccessive approximationsunbounded rewards

Mathematics Subject Classification ID

Minimax problems in mathematical programming (90C47) 2-person games (91A05)

Cited in

(3)

• The numerical exploitation of periodicity in Markov decision processes
• On theory and algorithms for Markov decision problems with the total reward criterion
• Action-dependent stopping times and Markov decision process with unbounded rewards

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