A method of bisection for discounted Markov decision problems

DOI10.1007/BF01954692zbMATH Open0412.90074OpenAlexW2084500468MaRDI QIDQ4199858FDOQ4199858

Dieter Bartmann

Publication date: 1979

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

Full work available at URL: https://doi.org/10.1007/bf01954692

zbMATH Keywords

dynamic programmingnumerical examplesvalue iterationbisection methodinfinite horizoncomparison of algorithmsstationary Markov decision process

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Dynamic programming (90C39) Minimax problems in mathematical programming (90C47)

Cites Work

• Modified Policy Iteration Algorithms for Discounted Markov Decision Problems
• Contraction Mappings in the Theory Underlying Dynamic Programming
• 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

Cited In (4)

• The numerical exploitation of periodicity in Markov decision processes
• On using discrete random models within decision support systems
• Aggregation and disaggregation in Markov decision models for inventory control
• Some basic concepts of numerical treatment of Markov decision models

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