Skip to main content
Log in

An error bound concerning Howard's Value Determination Equation

  • Short Notes
  • Published:
Zeitschrift für Operations Research Aims and scope Submit manuscript

Abstract

For a discrete Markovian Decision Process with finite state space an error bound is given for an arbitrary approximate solutionv′ of the Value Determination Equation.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

References

  • Howard, R.A.: Dynamic Programming and Markov Processes. New York-London 1960.

  • Odoni, A.R.: On finding the maximal gain for Markov Decision Processes. Opns. Res.17, 1969, 857–860.

    Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Rights and permissions

Reprints and permissions

About this article

Cite this article

Steinbuβ, W. An error bound concerning Howard's Value Determination Equation. Zeitschrift für Operations Research 26, 185–188 (1982). https://doi.org/10.1007/BF01917110

Download citation

  • Received:

  • Revised:

  • Issue Date:

  • DOI: https://doi.org/10.1007/BF01917110

Keywords

Navigation