A method of bisection for discounted Markov decision problems

DOI10.1007/BF01954692MaRDI QIDQ4199858zbMATH OpenOpenAlexFDO

Authors 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

bisection methodcomparison of algorithmsdynamic programminginfinite horizonnumerical examplesstationary Markov decision processvalue iteration

Mathematics Subject Classification ID

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

Cites work

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

Cited in

(4)

• Aggregation and disaggregation in Markov decision models for inventory control
• 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

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