A set of successive approximation methods for discounted Markovian decision problems
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Publication:4133441
DOI10.1007/BF01920264zbMATH Open0357.90074WikidataQ56457005 ScholiaQ56457005MaRDI QIDQ4133441FDOQ4133441
Authors: J. A. E. E. Van Nunen 
Publication date: 1976
Published in: Zeitschrift für Operations Research (Search for Journal in Brave)
Cites Work
- Title not available (Why is that?)
- Title not available (Why is that?)
- Discrete Dynamic Programming
- Discounted Dynamic Programming
- Contraction Mappings in the Theory Underlying Dynamic Programming
- Linear Programming Solutions for Separable Markovian Decision Problems
- Some Bounds for Discounted Sequential Decision Processes
- A modified dynamic programming method for Markovian decision problems
- Letter to the Editor—A Test for Suboptimal Actions in Markovian Decision Problems
- Technical Note—Elimination of Suboptimal Actions in Markov Decision Problems
- Discounted semi-Markov decision processes: linear programming and policy iteration
Cited In (16)
- A \(K\)-step look-ahead analysis of value iteration algorithms for Markov decision processes
- Discounted Markov games: Generalized policy iteration method
- MARKOV DECISION PROCESSES
- The numerical exploitation of periodicity in Markov decision processes
- On theory and algorithms for Markov decision problems with the total reward criterion
- Action-dependent stopping times and Markov decision process with unbounded rewards
- A successive approximation algorithm for an undiscounted Markov decision process
- Markov programming by successive approximations with respect to weighted supremum norms
- Solving linear systems by methods based on a probabilistic interpretation
- The method of value oriented successive approximations for the average reward Markov decision process
- Optimization of STEOR networks via Markov renewal programming
- Improved iterative computation of the expected discounted return in Markov and semi-Markov chains
- Adaptive policy-iteration and policy-value-iteration for discounted Markov decision processes
- GPI-based design for partially unknown nonlinear two-player zero-sum games
- On integral generalized policy iteration for continuous-time linear quadratic regulations
- (Approximate) iterated successive approximations algorithm for sequential decision processes
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