A method of bisection for discounted Markov decision problems

DOI10.1007/BF01954692zbMath0412.90074OpenAlexW2084500468MaRDI QIDQ4199858

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

infinite horizondynamic programmingnumerical examplesvalue iterationcomparison of algorithmsbisection methodstationary Markov decision process

Mathematics Subject Classification ID

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

Related Items

Some basic concepts of numerical treatment of Markov decision models, 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

Cites Work

• A modified dynamic programming method for Markovian decision problems
• Modified Policy Iteration Algorithms for Discounted Markov Decision Problems
• Contraction Mappings in the Theory Underlying Dynamic Programming
• Letter to the Editor—A Test for Suboptimal Actions in Markovian Decision Problems
• Some Bounds for Discounted Sequential Decision Processes