Computation of optimal policies in discounted semi-Markov decision chains

DOI10.1007/BF01719612MaRDI QIDQ792229zbMATH OpenOpenAlexFDO

Authors L. Cantaluppi

Publication date 1984

Published in OR Spektrum (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf01719612

zbMATH Keywords

convergence analysissuccessive approximationsepsilon-optimal policyexpected discounted rewardfinite-state semi-Markov process

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40)

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Cites work

• scientific article; zbMATH DE number 3208653 (Why is no real title available?)
• Approximations of Dynamic Programs, I
• Approximations of Dynamic Programs, II
• Continuous Time Markovian Sequential Control Processes
• Discrete Dynamic Programming with Sensitive Discount Optimality Criteria
• Finite State Continuous Time Markov Decision Processes with a Finite Planning Horizon
• Finite state continuous time Markov decision processes with an infinite planning horizon
• Linear programming algorithms for semi-Markovian decision processes
• Markov-Renewal Programming. I: Formulation, Finite Return Models
• Multichain Markov Renewal Programs
• Optimal Replacement Rules when Changes of State are Semi-Markovian
• Optimality of Piecewise-Constant Policies in Semi-Markov Decision Chains

Cited in

(7)

• scientific article; zbMATH DE number 29740 (Why is no real title available?)
• Polynomial-Time Computation of Strong and n-Present-Value Optimal Policies in Markov Decision Chains
• Solutions of semi-Markov control models with recursive discount rates and approximation by \(\epsilon\)-optimal policies.
• Optimality of Piecewise-Constant Policies in Semi-Markov Decision Chains
• Markov branching decision chains with interest-rate-dependent rewards
• Computing semi-stationary optimal policies for multichain semi-Markov decision processes
• Undiscounted Markov decision chains with partial information; an algorithm for computing a locally optimal periodic policy

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