Hostname: page-component-77c89778f8-7drxs Total loading time: 0 Render date: 2024-07-21T16:17:39.256Z Has data issue: false hasContentIssue false

Some tests for non-optimal actions in Markov decision problems with absorption

Published online by Cambridge University Press:  01 July 2016

Gerhard Hübner*
Affiliation:
University of Hamburg

Abstract

Image of the first page of this content. For PDF version, please use the ‘Save PDF’ preceeding this image.'
Type
II. Contributed Papers
Copyright
Copyright © Applied Probability Trust 1978 

Access options

Get access to the full version of this content by using one of the access options below. (Log in options will check for institutional or personal access. Content may require purchase if you do not have access.)

References

[1] Hastings, N. A. J. (1976) A test for nonoptimal actions in undiscounted finite Markov decision chains. Management Sci. 23, 8792.CrossRefGoogle Scholar
[2] Hübner, G. (1975) Extrapolation und Ausschließung suboptimaler Aktionen in endlichstufigen stationären Markoffschen Entscheidungsmodellen. Habilitationsschrift, Hamburg.Google Scholar
[3] Hübner, G. Bounds and good policies in stationary finite-stage Markov decision problems. Submitted to J. Appl. Prob. Google Scholar
[4] Hübner, G. Contraction properties of Markov decision models with applications to the elimination of nonoptimal actions. To be published.Google Scholar
[5] MacQueen, J. (1967) A test for suboptimal actions in Markovian decision problems. Opns. Res. 15, 559561.CrossRefGoogle Scholar
[6] Pliska, S. R. (1976) Optimization of multitype branching processes. Management Sci. 23, 117124.CrossRefGoogle Scholar
[7] Porteus, E. L. (1975) Bounds and transformations for discounted finite Markov decision chains. Opns. Res. 23, 761784.CrossRefGoogle Scholar
[8] Schellhaas, H. (1974) Zur Extrapolation in Markoffschen Entscheidungsmodellen mit Diskontierung. Z. Opns. Res. 18, 91104.Google Scholar
[9] Veinott, A. F. (1969) Discrete dynamic programming with sensitive discount optimality criteria. Ann. Math. Statist. 40, 16351660.CrossRefGoogle Scholar