An Iterative Aggregation Procedure for Markov Decision Processes

DOI10.1287/OPRE.30.1.62MaRDI QIDQ3939622zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

global convergenceiterative aggregation procedurelarge scale finite state finite action Markov decision processessequence of finite subproblems

Mathematics Subject Classification ID

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. I: Description and bounds
• Iterative variable aggregation and disaggregation in IP: an application
• 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
• Multi-phase dynamic constraint aggregation for set partitioning type problems
• Aggregation and disaggregation in Markov decision models for inventory control
• Block-scaling of value-iteration for discounted Markov renewal programming
• 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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