Algorithms for aggregated limiting average Markov decision problems

Mathematical Methods of Operations Research

Volumn 53, Issue 3, 2001, Pages 451-463

  Abbad, Mohammed ^a   Daoui, Cherki ^a  

^a FACULTÉ DES SCIENCES   (Morocco)

Author keywords

Aggregation; Decomposition; Linear programming; Markov decision processes; Policy improvement

Indexed keywords

ALGORITHMS; COMPUTATIONAL METHODS; GRAPH THEORY; LINEAR PROGRAMMING; MARKOV PROCESSES; PROBABILITY;

OPTIMAL STRATEGIES;

DECISION THEORY;

EID: 0034900202     PISSN: 14322994     EISSN: None     Source Type: Journal    
DOI: 10.1007/s001860100117     Document Type: Article

References (11)

1. Optimal decision procedures for finite Markov chains. Part 2: Communicating system
2. Discrete dynamic programming
3. Communicating MDPs: Equivalence and proprieties
4. An improved algorithm for solving communicating average reward Markov decision
5. Linear programming and finite Markovian control problems
6. Graphes
7. Multichain Markov decision processes with a sample path constraint: A decomposition approach