Technical Note—Elimination of Suboptimal Actions in Markov Decision Problems

Richard C. Grinold
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Richard C. Grinold: University of California, Berkeley, California

Operations Research, 1973, vol. 21, issue 3, 848-851

Abstract: This note points out that upper and lower bounds on the optimal value function of a finite discounted Markov decision problem can be computed easily when the problem is solved by linear programming or policy iteration. These bounds can be used to identify suboptimal actions.

Date: 1973
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