Suboptimal policy determination for large-scale Markov decision processes. I: Description and bounds

DOI10.1007/BF00939287MaRDI QIDQ799497zbMATH OpenFDO

Authors Chelsea C. White, J. L. Popyack

Publication date 1985

Published in Journal of Optimization Theory and Applications (Search for Journal in Brave)

zbMATH Keywords

finite state and action spacessuboptimal policiesinfinite-horizon expected total discounted costlarge-scale Markov decision processes

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40)

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Cites work

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• Approximations of Dynamic Programs, II
• Convex composite multi-objective nonsmooth programming
• Dynamic programming and stochastic control
• Multilayer control of large Markov chains
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• Quality Control under Markovian Deterioration
• Suboptimal Design for Large Scale, Multimodule Systems

Cited in

(10)

• A methodology for computation reduction for specially structured large scale Markov decision problems
• Reward revision and the average reward Markov decision process
• Suboptimal solutions to dynamic optimization problems via approximations of the policy functions
• Suboptimal Policies for Stochastic $$N$$-Stage Optimization: Accuracy Analysis and a Case Study from Optimal Consumption
• Identification of optimal policies in Markov decision processes
• New approximate dynamic programming algorithms for large-scale undiscounted Markov decision processes and their application to optimize a production and distribution system
• Suboptimal policy determination for large-scale Markov decision processes. II: Implementation and numerical evaluation
• Suboptimal policy determination for large-scale Markov decision processes. II: Implementation and numerical evaluation
• Policy Bounds for Markov Decision Processes
• Markov decision processes

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