Successive Approximation Methods for Solving Nested Functional Equations in Markov Decision Problems

DOI10.1287/MOOR.9.3.319MaRDI QIDQ3346112zbMATH OpenOpenAlexFDO

Authors Awi Federgruen, Paul J. Schweitzer

Publication date 1984

Published in Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1287/moor.9.3.319

zbMATH Keywords

average criteriaMarkov renewal processesmaximal gainoptimal bias vectorsimultaneously generated single- equation value-iteration schemessuccessive approximation methodsystems of nested functional equationsundiscounted value iteration

Mathematics Subject Classification ID

Functional inequalities, including subadditivity, convexity, etc. (39B62) Markov and semi-Markov decision processes (90C40)

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(4)

• Variational characterizations in Markov decision processes
• Solving Markovian decision processes by successive elimination of variables
• scientific article; zbMATH DE number 3945922 (Why is no real title available?)
• Optimizational methods of successive approximations in Markov processes of solutions

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