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

DOI10.1080/02331939708844273MaRDI QIDQ4331995zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

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

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40)

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Cites work

• Solution of a Markovian decision problem by successive overrelaxation

Cited in

(5)

• 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
• The risk probability optimal problem for infinite discounted semi-Markov decision processes.
• A modified Gauss-Seidel-algorithm with exclusion of suboptimal actions for A class of semi-Markovian decision problems

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