State reduction in a Markov decision process

DOI10.1080/002073999287969MaRDI QIDQ3150322zbMATH OpenOpenAlexFDO

Authors Theodore J. Sheskin

Publication date 17 October 2002

Published in International Journal of Mathematical Education in Science and Technology (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/002073999287969

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40)

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Cites work

• Computing absorption probabilities for a Markov chain
• Computing mean first passage times for a Markov chain
• Computing the Fundamental Matrix for a Reducible Markov Chain
• scientific article; zbMATH DE number 3148886 (Why is no real title available?)
• scientific article; zbMATH DE number 3514781 (Why is no real title available?)
• scientific article; zbMATH DE number 729460 (Why is no real title available?)
• scientific article; zbMATH DE number 3249566 (Why is no real title available?)
• Numerical computation of mean passage times and absorption probabilities in Markov and Semi-Markov models
• Numerical Solution of Linear Equations Arising in Markov Chain Models
• Regenerative Analysis and Steady State Distributions for Markov Chains
• Stochastic Complementation, Uncoupling Markov Chains, and the Theory of Nearly Reducible Systems
• Technical Note—A Markov Chain Partitioning Algorithm for Computing Steady State Probabilities

Cited in

(4)

• The state reduction and related algorithms and their applications to the study of Markov chains, graph theory, and the optimal stopping problem
• Policy iteration based on stochastic factorization
• Continue, quit, restart probability model
• A generalized Gittins index for a Markov chain and its recursive calculation

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