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A decision exclusion algorithm for a class of Markovian Decision Processes

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Summary

ForMarkovian Decision Processes with finite expected total rewards an algorithm composed of a suboptimality test and subsequentGauss-Seidel value iteration over reduced decision spaces is presented.

Zusammenfassung

Es wird ein Algorithmus fürMarkoffsche Entscheidungsprozesse mit endlichen erwarteten Gesamterträgen dargestellt, der sich aus einem Suboptimalitätstest und anschließenderGauΒ-Seidel-Wertiteration über reduzierte Entscheidungsräume zusammensetzt.

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Authors and Affiliations

  1. Institut für Quantitative ökonomik und Statistik der Freien Universität Berlin, Thielallee 66, 1 Berlin 33

    D. Reetz

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  1. D. Reetz
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Reetz, D. A decision exclusion algorithm for a class of Markovian Decision Processes. Zeitschrift für Operations Research 20, 125–131 (1976). https://doi.org/10.1007/BF01917952

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  • DOI: https://doi.org/10.1007/BF01917952

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