Technical Note—Accelerated Computation of the Expected Discounted Return in a Markov Chain

DOI10.1287/opre.26.2.350zbMath0381.90096OpenAlexW2114941947MaRDI QIDQ4161104

John C. Totten, Evan L. Porteus

Publication date: 1978

Published in: Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/opre.26.2.350

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40)

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Computational comparison of policy iteration algorithms for discounted Markov decision processes ⋮ Generic rank-one corrections for value iteration in Markovian decision problems ⋮ Accelerated modified policy iteration algorithms for Markov decision processes ⋮ Two adaptively stepped monotone algorithms for solving discounted dynamic programming equations ⋮ 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 ⋮ Computational comparison of value iteration algorithms for discounted Markov decision processes

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