Bounds and elimination in generalized markov decisions

Gary J. Koehler

Naval Research Logistics Quarterly, 1981, vol. 28, issue 1, 83-92

Abstract: In discounted Markov decision processes bounds on the optimal value function can be computed and used to eliminate suboptimal actions. In this paper we extend these procedures to the generalized Markov decision process. In so doing we forfeit the contraction property and must base our analysis on other procedures. Duality theory and the Perron‐Frobenius theorem are the main tools.

Date: 1981
References: Add references at CitEc
Citations:

Downloads: (external link)
https://doi.org/10.1002/nav.3800280106

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:wly:navlog:v:28:y:1981:i:1:p:83-92

Access Statistics for this article

More articles in Naval Research Logistics Quarterly from John Wiley & Sons
Bibliographic data for series maintained by Wiley Content Delivery ().