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Volumn 31, Issue 6, 2003, Pages 473-476

A decomposition algorithm for limiting average Markov decision problems

Author keywords

Communicating classes; Decomposition

Indexed keywords

ALGORITHMS; DECISION THEORY; GRAPH THEORY; MARKOV PROCESSES;

EID: 0141615758     PISSN: 01676377     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-6377(03)00055-5     Document Type: Article
Times cited : (15)

References (11)
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    • Abbad, M.1    Daoui, C.2
  • 2
    • 0141592961 scopus 로고    scopus 로고
    • A decomposition approach for undiscounted two person zero-sum stochastic games
    • Avsar Z.M., Baykal-Gursoy M. A decomposition approach for undiscounted two person zero-sum stochastic games. Math. Methods Oper. Res. 49(3):1999;483-500.
    • (1999) Math. Methods Oper. Res. , vol.49 , Issue.3 , pp. 483-500
    • Avsar, Z.M.1    Baykal-Gursoy, M.2
  • 3
    • 0000615044 scopus 로고
    • Discrete dynamic programming
    • Blackwell D. Discrete dynamic programming. Ann. Math. Statist. 33:1962;719-726.
    • (1962) Ann. Math. Statist. , vol.33 , pp. 719-726
    • Blackwell, D.1
  • 5
    • 0024128580 scopus 로고
    • Communicating MDPs: Equivalence and properties
    • Filar J.A., Schultz T.A. Communicating MDPs. equivalence and properties Oper. Res. Lett. 7(6):1988;303-307.
    • (1988) Oper. Res. Lett. , vol.7 , Issue.6 , pp. 303-307
    • Filar, J.A.1    Schultz, T.A.2
  • 7
    • 34249926205 scopus 로고
    • An improved algorithm for solving communicating average reward Markov decision
    • Haviv M., Puterman M.L. An improved algorithm for solving communicating average reward Markov decision. Ann. Oper. Res. 28:1991;229-242.
    • (1991) Ann. Oper. Res. , vol.28 , pp. 229-242
    • Haviv, M.1    Puterman, M.L.2
  • 9
    • 0002775664 scopus 로고
    • Linear Programming and Finite Markovian Control Problems
    • Amsterdam
    • L.C.M. Kallenberg, Linear Programming and Finite Markovian Control Problems, Mathematical Centre Tracts, Vol. 148, Amsterdam, 1983.
    • (1983) Mathematical Centre Tracts , vol.148
    • Kallenberg, L.C.M.1
  • 10
    • 0001172487 scopus 로고
    • Multichain Markov decision processes with a sample path constraint: A decomposition approach
    • Ross K.W., Varadarajan R. Multichain Markov decision processes with a sample path constraint. a decomposition approach Math. Oper. Res. 16:1991;195-207.
    • (1991) Math. Oper. Res. , vol.16 , pp. 195-207
    • Ross, K.W.1    Varadarajan, R.2
  • 11
    • 0022153573 scopus 로고
    • Real applications of Markov decision processes
    • White D.J. Real applications of Markov decision processes. Interfaces. 15(6):1985;73-83.
    • (1985) Interfaces , vol.15 , Issue.6 , pp. 73-83
    • White, D.J.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.