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

DOI10.1080/02331939708844273zbMath0869.90077OpenAlexW1976901115MaRDI QIDQ4331995

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)

Related Items (3)

Finite horizon semi-Markov decision processes with application to maintenance systems ⋮ A modified Gauss-Seidel-algorithm with exclusion of suboptimal actions for A class of semi-Markovian decision problems ⋮ First Passage Exponential Optimality Problem for Semi-Markov Decision Processes

Cites Work

• Solution of a Markovian decision problem by successive overrelaxation

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