Hierarchical algorithms for discounted and weighted Markov decision processes

M. Abbad () and C. Daoui ()

Mathematical Methods of Operations Research, 2003, vol. 58, issue 2, 237-245

Abstract: We consider a discrete time finite Markov decision process (MDP) with the discounted and weighted reward optimality criteria. In [1] the authors considered some decomposition of limiting average MDPs. In this paper, we use an analogous approach for discounted and weighted MDPs. Then, we construct some hierarchical decomposition algorithms for both discounted and weighted MDPs. Copyright Springer-Verlag 2003

Keywords: Discounted MDP; Weighted MDP; Decomposition; Strongly Connected Classes; Graph theory (search for similar items in EconPapers)
Date: 2003
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DOI: 10.1007/s001860300290

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