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Successive approximations for Markov decision processes

Published online by Cambridge University Press:  01 July 2016

J. A. E. E. Van Nunen
J. A. E. E. Van Nunen*
Affiliation:
Graduate School of Management, Delft
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Abstract

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Type
II. Contributed Papers
Information
Advances in Applied Probability , Volume 10 , Issue 2 , June 1978 , pp. 311 - 312
Copyright
Copyright © Applied Probability Trust 1978 

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References

D'Épenoux, F. (1960) Sur un problème de productions et de stockage dans l'aléatoire. Rev. Fr. Rech. Opér. 14, 13–16.Google Scholar
Hastings, N. A. J. (1968) Some notes on dynamic programming and replacement. Operat. Res. Quart. 19, 453–464.Google Scholar
Howard, R. A. (1960) Dynamic Programming and Markov Processes. MIT Press, Cambridge, Mass.Google Scholar
Reetz, D. (1973) Solutions of a Markov decision process by successive overrelaxation. Z. Opns. Res. 21, 29–32.Google Scholar
Van Nunen, J. A. E. E. (1976) Contracting Markov Decision Processes. Mathematical Centre Tracts No. 71, Amsterdam.Google Scholar