scientific article; zbMATH DE number 3718883

MaRDI QIDQ3908792zbMATH OpenFDO

Authors Awi Federgruen, Paul J. Schweitzer

Publication date 1978

zbMATH Keywords

surveyMarkov decision problemsturnpike propertiesfinite action spacefinite state spacesuccessive approximation methodsundiscounted value-iterationdiscounted value-iteration

Mathematics Subject Classification ID

Research exposition (monographs, survey articles) pertaining to operations research and mathematical programming (90-02) Markov and semi-Markov decision processes (90C40)

Cited in

(9)

• Solving H-horizon, stationary Markov decision problems in time proportional to log (H)
• Nonstationary Markov decision problems with converging parameters
• Turnpikes in Finite Markov Decision Processes and Random Walk
• The value iteration method for countable state Markov decision processes
• Asymptotic behavior of continuous stochastic games
• A Fixed Point Approach to Undiscounted Markov Renewal Programs
• A note on the convergence rate of the value iteration scheme in controlled Markov chains
• A pause control approach to the value iteration scheme in average Markov decision processes
• A finite algorithm for the switching control stochastic game

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3908792)