Discounted semi-Markov decision processes : linear programming and policy iteration

J. Wessels, J.A.E.E. van Nunen

Research output: Contribution to journalArticleAcademicpeer-review

7 Citations (Scopus)
1 Downloads (Pure)

Abstract

For semi-Markov decision processes with discounted rewards we derive the well known results regarding the structure of optimal strategies (nonrandomized, stationary Markov strategies) and the standard algorithms (linear programming, policy iteration). Our analysis is completely based on a primal linear programming formulation of the problem.
Original languageEnglish
Pages (from-to)1-7
Number of pages7
JournalStatistica Neerlandica
Volume29
Issue number1
DOIs
Publication statusPublished - 1975

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