An Iterative Aggregation Procedure for Markov Decision Processes
DOI10.1287/OPRE.30.1.62zbMATH Open0481.90090OpenAlexW2102962763MaRDI QIDQ3939622FDOQ3939622
Authors: Roy Mendelssohn 
Publication date: 1982
Published in: Operations Research (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/6e3e8afa15d6f34537cdc5bd6e1c6e6fe93eba3a
global convergenceiterative aggregation procedurelarge scale finite state finite action Markov decision processessequence of finite subproblems
Numerical mathematical programming methods (65K05) Markov and semi-Markov decision processes (90C40)
Cited In (17)
- Modified iterative aggregation procedure for maintenance optimisation of multi-component systems with failure interaction
- A global convergence theorem for aggregation algorithms
- Easy affine Markov decision processes
- On using discrete random models within decision support systems
- Replacement process decomposition for discounted Markov renewal programming
- Estimating equilibrium probabilities for band diagonal Markov chains using aggregation and disaggregation techniques
- Suboptimal policy determination for large-scale Markov decision processes. II: Implementation and numerical evaluation
- Suboptimal policy determination for large-scale Markov decision processes. II: Implementation and numerical evaluation
- Iterative variable aggregation and disaggregation in IP: an application
- Suboptimal policy determination for large-scale Markov decision processes. I: Description and bounds
- Multi-phase dynamic constraint aggregation for set partitioning type problems
- Block-scaling of value-iteration for discounted Markov renewal programming
- Aggregation and disaggregation in Markov decision models for inventory control
- State partitioning based linear program for stochastic dynamic programs: an invariance property
- Revenue management for operations with urgent orders
- Markov decision processes
- Approximate dynamic programming with state aggregation applied to UAV perimeter patrol
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