Discounted semi-Markov decision processes: linear programming and policy iteration

DOI10.1111/j.1467-9574.1975.tb00238.xzbMath0304.90118OpenAlexW2119224911MaRDI QIDQ4060771

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

Publication date: 1975

Published in: Statistica Neerlandica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9574.1975.tb00238.x

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Markov and semi-Markov decision processes (90C40)

Related Items (7)

Markov decision processes with a minimum-variance criterion ⋮ Survey of linear programming for standard and nonstandard Markovian control problems. Part I: Theory ⋮ A set of successive approximation methods for discounted Markovian decision problems ⋮ Solving stochastic dynamic programming problems by linear programming — An annotated bibliography ⋮ Discounted Markov games; successive approximation and stopping times ⋮ Linear programming in tector criterion markov and semi-Markov decision processes ⋮ Semi-Markov decision processes with vector pay-offs

Cites Work

• Contraction Mappings in the Theory Underlying Dynamic Programming
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