The Asymptotic Behavior of Undiscounted Value Iteration in Markov Decision Problems
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Publication:4187617
Cited in
(18)- Optimal pricing for a \(\mathrm{GI}/\mathrm{M}/k/N\) queue with several customer types and holding costs
- Dual bounds on the equilibrium distribution of a finite Markov chain
- A methodology for computation reduction for specially structured large scale Markov decision problems
- Contraction mappings underlying undiscounted Markov decision problems. II
- A Brouwer fixed-point mapping approach to communicating Markov decision processes
- Illustrated review of convergence conditions of the value iteration algorithm and the rolling horizon procedure for average-cost MDPs
- Spectral theorem for convex monotone homogeneous maps, and ergodic control
- Connectedness conditions used in finite state Markov decision processes
- The method of value oriented successive approximations for the average reward Markov decision process
- Piecewise affine dynamical models of Petri nets -- application to emergency call centers
- Computing transience bounds of emergency call centers: a hierarchical timed Petri net approach
- Separable value functions for infinite horizon average reward Markov decision processes
- scientific article; zbMATH DE number 3711784 (Why is no real title available?)
- Value iteration in countable state average cost Markov decision processes with unbounded costs
- Markov decision processes
- 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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