A Note on the Convergence of Policy Iteration in Markov Decision Processes with Compact Action Spaces

DOI10.1287/MOOR.28.1.194.14255MaRDI QIDQ5704121zbMATH OpenOpenAlexFDO

Authors

Publication date 11 November 2005

Published in Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1287/moor.28.1.194.14255

zbMATH Keywords

average rewardMarkov decision processesoptimality equationpolicy iteration

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40)

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• On the Convergence of Policy Iteration in Finite State Undiscounted Markov Decision Processes: The Unichain Case
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Cited in

(8)

• Fast convergence to state-action frequency polytopes for MDPs
• On compactness of the space of policies in stochastic dynamic programming
• A note on the existence of optimal policies in total reward dynamic programs with compact action sets.
• On the Convergence of Policy Iteration in Finite State Undiscounted Markov Decision Processes: The Unichain Case
• The Compactness of a Policy Space in Dynamic Programming Via an Extension Theorem for Carathéodory Functions
• Convergence Properties of Policy Iteration
• Policy iteration for continuous-time average reward Markov decision processes in Polish spaces
• Compactness of the space of non-randomized policies in countable-state sequential decision processes

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