Structured markovian decision problems

Basil A. Kalymon

Naval Research Logistics Quarterly, 1973, vol. 20, issue 1, 1-11

Abstract: Structured finite action‐finite state space discounted Markovian decision problems are analyzed. Any problem of a general class is shown to be equivalent to a “separated” problem with decomposable problem structure. A modified policy iteration approach is developed for this decomposable reformulation. Both analytic and computer evaluations of the decomposition algorithm's effectiveness are presented.

Date: 1973
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https://doi.org/10.1002/nav.3800200102

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Persistent link: https://EconPapers.repec.org/RePEc:wly:navlog:v:20:y:1973:i:1:p:1-11

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