Solution of a discounted semi-markovian descision problem by successive oevarrelaxation

DOI10.1080/02331939708844273zbMATH Open0869.90077OpenAlexW1976901115MaRDI QIDQ4331995FDOQ4331995

Authors: V. Nollau 

Publication date: 14 September 1997

Published in: Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331939708844273

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zbMATH Keywords

successive overrelaxationcontinuously discounted semi-Markovian decision problemLaplace-Stieltjes-transformations

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40)

Cites Work

• Solution of a Markovian decision problem by successive overrelaxation

Cited In (4)

• Finite horizon semi-Markov decision processes with application to maintenance systems
• First Passage Exponential Optimality Problem for Semi-Markov Decision Processes
• Computing the discounted return in markov and semi-markov chains
• A modified Gauss-Seidel-algorithm with exclusion of suboptimal actions for A class of semi-Markovian decision problems

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