Some basic concepts of numerical treatment of Markov decision models

DOI10.1080/02331888608801921MaRDI QIDQ3743147zbMATH OpenOpenAlexFDO

Authors A. Hahnewald-Busch, V. Nollau

Publication date 1986

Published in Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02331888608801921

zbMATH Keywords

discretizationextrapolationnumerical aspectsoptimality criteriasuboptimal actions

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Research exposition (monographs, survey articles) pertaining to operations research and mathematical programming (90-02) Dynamic programming (90C39) Markov and semi-Markov decision processes (90C40)

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Cites work

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• Some Bounds for Discounted Sequential Decision Processes
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Cited in

(5)

• Methods of optimal dynamic decisions using the discount criterion
• scientific article; zbMATH DE number 3906263 (Why is no real title available?)
• scientific article; zbMATH DE number 4039674 (Why is no real title available?)
• Numerical analysis of large Markov reward models
• Suboptimal policy determination for large-scale Markov decision processes. II: Implementation and numerical evaluation

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