An Algorithm to Identify and Compute Average Optimal Policies in Multichain Markov Decision Processes

DOI10.1287/MOOR.28.3.553.16388MaRDI QIDQ5704141zbMATH OpenOpenAlexWikidataFDO

Authors Arie Leizarowitz

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.28.3.553.16388

zbMATH Keywords

approximate optimal policiescommunication classes, finite state spacecompact action setscomputation algorithmlong-run average costMarkov decision processmultichain MDPoptimal policies

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) 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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(9)

• Average reward Markov decision programming with a countable action set
• Computing semi-stationary optimal policies for multichain semi-Markov decision processes
• A structured pattern matrix algorithm for multichain Markov decision processes
• An improved algorithm for solving communicating average reward Markov decision processes
• Generation of stationary control policies with best expected performance for a family of Markov chains
• Multiplicative Markov Decision Chains
• scientific article; zbMATH DE number 3891133 (Why is no real title available?)
• A Rollout Algorithm for Multichain Markov Decision Processes with Average Cost
• On Average Reward Semi-Markov Decision Processes with a General Multichain Structure

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