A New Policy Evaluation Algorithm for Markov Decision Processes with Quasi Birth-Death Structure

DOI10.1081/STM-200056019zbMath1090.90198OpenAlexW1995270644WikidataQ115002508 ScholiaQ115002508MaRDI QIDQ5462817

Langford B. White

Publication date: 27 July 2005

Published in: Stochastic Models (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1081/stm-200056019

zbMATH Keywords

matrix analytic methodsquasi birth-death processes with quasi birth-death structure

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Markov and semi-Markov decision processes (90C40)

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Cites Work

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• Introduction to Matrix Analytic Methods in Stochastic Modeling
• A New Policy Evaluation Algorithm for Markov Decision Processes with Quasi Birth-Death Structure
• Recent advances in hierarchical reinforcement learning