Some Bounds for Discounted Sequential Decision Processes

DOI10.1287/MNSC.18.1.7zbMATH Open0232.90004OpenAlexW2116637980MaRDI QIDQ5640967FDOQ5640967

Authors: Evan L. Porteus 

Publication date: 1971

Published in: Management Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/mnsc.18.1.7

Mathematics Subject Classification ID

Decision theory (91B06)

Cited In (32)

• A method of bisection for discounted Markov decision problems
• Computational comparison of value iteration algorithms for discounted Markov decision processes
• A decision exclusion algorithm for a class of Markovian Decision Processes
• A \(K\)-step look-ahead analysis of value iteration algorithms for Markov decision processes
• Discounted Markov games: Generalized policy iteration method
• Block-successive approximation for a discounted Markov decision model
• MARKOV DECISION PROCESSES
• Bounds on the fixed point of a monotone contraction operator
• Solving infinite horizon discounted Markov decision process problems for a range of discount factors
• Replacement process decomposition for discounted Markov renewal programming
• Estimates for finite-stage dynamic programs
• Serial and parallel value iteration algorithms for discounted Markov decision processes
• Variational characterizations in Markov decision processes
• Bounds for the renewal function
• A natural extension of the MacQueen extrapolation
• Conditions for characterizing the structure of optimal strategies in infinite-horizon dynamic programs
• The method of value oriented successive approximations for the average reward Markov decision process
• Using adaptive learning in credit scoring to estimate take-up probability distribution
• Block-scaling of value-iteration for discounted Markov renewal programming
• Computation techniques for large scale undiscounted markov decision processes
• Improved iterative computation of the expected discounted return in Markov and semi-Markov chains
• A superharmonic approach to solving infinite horizon partially observable Markov decision problems
• A set of successive approximation methods for discounted Markovian decision problems
• Some basic concepts of numerical treatment of Markov decision models
• Error bounds for stochastic shortest path problems
• An Heuristic for Multi-Dimensional Markov Decision Processes
• Markov decision processes
• (Approximate) iterated successive approximations algorithm for sequential decision processes
• Nonstationary Markov decision problems with converging parameters
• Discounted Markov games; successive approximation and stopping times
• Contraction mappings underlying undiscounted Markov decision problems
• Zur Extrapolation in Markoffschen Entscheidungsmodellen mit Diskontierung

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