Some basic concepts of numerical treatment of maekov decision models
Author:
A. Hahnewald-Btjsch a
| Affiliation: | a Dresden Sektion Mathematik, Technische Universitat, Dresden, DDR, Momnisenstr |
DOI:
10.1080/02331888608801921
Publication Frequency:
6 issues per year
Subjects:
Mathematical Statistics;
Statistical Theory & Methods;
Statistics;
Statistics for the Biological Sciences;
Stochastic Models & Processes;
Formats available:
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(English)
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Abstract
This survey reviews some results on numerical treatment of MARKOV Decision Models with respect to iV-stage-optimality, discounted optimality, and average optimality criteria. Especially, we deal with accelerated algorithms, approximation procedures and structured problems.
AMS 1980 subject classifications: 93C55, 90C40, 93D35 |
| Keywords: MAKEiovian decision problems; dynamic programming; discounted and un- discounted costs; approximative models; bounds; suboptirnahty-tests |
| view references (41) |

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