A set of successive approximation methods for discounted Markovian decision problems
From MaRDI portal
Publication:4133441
DOI10.1007/BF01920264zbMath0357.90074WikidataQ56457005 ScholiaQ56457005MaRDI QIDQ4133441
Publication date: 1976
Published in: Zeitschrift für Operations Research (Search for Journal in Brave)
Related Items
On integral generalized policy iteration for continuous-time linear quadratic regulations ⋮ Adaptive policy-iteration and policy-value-iteration for discounted Markov decision processes ⋮ The numerical exploitation of periodicity in Markov decision processes ⋮ (Approximate) iterated successive approximations algorithm for sequential decision processes ⋮ On theory and algorithms for Markov decision problems with the total reward criterion ⋮ The method of value oriented successive approximations for the average reward Markov decision process ⋮ Solving linear systems by methods based on a probabilistic interpretation ⋮ GPI-based design for partially unknown nonlinear two-player zero-sum games ⋮ Action-dependent stopping times and Markov decision process with unbounded rewards ⋮ A successive approximation algorithm for an undiscounted Markov decision process ⋮ Discounted Markov games: Generalized policy iteration method ⋮ Markov programming by successive approximations with respect to weighted supremum norms ⋮ Improved iterative computation of the expected discounted return in Markov and semi-Markov chains ⋮ A \(K\)-step look-ahead analysis of value iteration algorithms for Markov decision processes ⋮ Optimization of STEOR networks via Markov renewal programming ⋮ MARKOV DECISION PROCESSES
Cites Work
- A modified dynamic programming method for Markovian decision problems
- Discounted semi-Markov decision processes: linear programming and policy iteration
- Discrete Dynamic Programming
- Discounted Dynamic Programming
- Contraction Mappings in the Theory Underlying Dynamic Programming
- Letter to the Editor—A Test for Suboptimal Actions in Markovian Decision Problems
- Linear Programming Solutions for Separable Markovian Decision Problems
- Some Bounds for Discounted Sequential Decision Processes
- Technical Note—Elimination of Suboptimal Actions in Markov Decision Problems
- Unnamed Item
- Unnamed Item