Bounds on the fixed point of a monotone contraction operator

DOI10.1016/0022-247X(87)90317-9MaRDI QIDQ579144zbMATH OpenFDO

Authors Paul J. Schweitzer

Publication date 1987

Published in Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

zbMATH Keywords

fixed pointinfinite horizon Markovian decision processesmonotone contraction operatorupper and lower variational bounds

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40)

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Cites work

• scientific article; zbMATH DE number 3648459 (Why is no real title available?)
• scientific article; zbMATH DE number 3148886 (Why is no real title available?)
• scientific article; zbMATH DE number 3208653 (Why is no real title available?)
• A UNIFIED APPROACH TO ALGORITHMS WITH A SUBOPTIMALITY TEST IN DISCOUNTED SEMI-MARKOV DECISION PROCESSES
• A modified dynamic programming method for Markovian decision problems
• Contraction Mappings in the Theory Underlying Dynamic Programming
• Discrete Dynamic Programming with Sensitive Discount Optimality Criteria
• Iterative Bounds on the Equilibrium Distribution of a Finite Markov Chain
• Markov programming by successive approximations with respect to weighted supremum norms
• Markov-Renewal Programming. I: Formulation, Finite Return Models
• Perturbation Theory and Undiscounted Markov Renewal Programming
• Some Bounds for Discounted Sequential Decision Processes
• Variational characterizations in Markov decision processes

Cited in

(4)

• scientific article; zbMATH DE number 1215222 (Why is no real title available?)
• Replacement process decomposition for discounted Markov renewal programming
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