Geometric convergence of value-iteration in multichain Markov decision problems
DOI10.2307/1426774zbMATH Open0402.90097OpenAlexW2005357215MaRDI QIDQ4187616FDOQ4187616
Authors: Awi Federgruen, Paul J. Schweitzer 
Publication date: 1979
Published in: Advances in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/1426774
Average Cost CriterionConvergence FactorExistence of a Uniform Convergence RateGeometric ConvergenceMarkov Decision ProblemsMudis CountedValue- Iteration Method
Minimax problems in mathematical programming (90C47) Rate of convergence, degree of approximation (41A25) Mathematical programming (90C99)
Cited In (18)
- Dual bounds on the equilibrium distribution of a finite Markov chain
- Contraction mappings underlying undiscounted Markov decision problems. II
- Piecewise Affine Dynamical Models of Petri Nets – Application to Emergency Call Centers*
- A Brouwer fixed-point mapping approach to communicating Markov decision processes
- Convergence of iterates in nonlinear Perron-Frobenius theory
- A value-iteration scheme for undiscounted multichain Markov renewal programs
- MARKOV DECISION PROCESSES
- Illustrated review of convergence conditions of the value iteration algorithm and the rolling horizon procedure for average-cost MDPs
- Variational characterizations in Markov decision processes
- The method of value oriented successive approximations for the average reward Markov decision process
- Guaranteed approximation of Markov chains with applications to multiplexer engineering in ATM networks
- Computing transience bounds of emergency call centers: a hierarchical timed Petri net approach
- Improved iterative computation of the expected discounted return in Markov and semi-Markov chains
- Criteria for selecting the relaxation factor of the value iteration algorithm for undiscounted Markov and semi-Markov decision processes
- Asymptotic expansions for dynamic programming recursions with general nonnegative matrices
- Nonstationary Markov decision problems with converging parameters
- A value iteration method for undiscounted multichain Markov decision processes
- Contraction mappings underlying undiscounted Markov decision problems
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