Markov programming by successive approximations with respect to weighted supremum norms

J. Wessels

doi:10.1016/0022-247X(77)90210-4

Markov programming by successive approximations with respect to weighted supremum norms

J. Wessels

Research output: Contribution to journal › Article › Academic › peer-review

52 Citations (Scopus)

Abstract

Markovian decision processes are considered in the situation of discrete time, countable state space, and general decision space. By introducing a Banach space with a weighted supremum norm, conditions are derived, which guarantee convergence of successive approximations to the value function. These conditions are weaker then those required by the usual supnorm approach. Several properties of the successive approximations are derived.

Original language	English
Pages (from-to)	326-335
Number of pages	10
Journal	Journal of Mathematical Analysis and Applications
Volume	58
Issue number	2
DOIs	https://doi.org/10.1016/0022-247X(77)90210-4
Publication status	Published - 1977

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title = "Markov programming by successive approximations with respect to weighted supremum norms",

abstract = "Markovian decision processes are considered in the situation of discrete time, countable state space, and general decision space. By introducing a Banach space with a weighted supremum norm, conditions are derived, which guarantee convergence of successive approximations to the value function. These conditions are weaker then those required by the usual supnorm approach. Several properties of the successive approximations are derived.",

author = "J. Wessels",

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AU - Wessels, J.

PY - 1977

Y1 - 1977

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AB - Markovian decision processes are considered in the situation of discrete time, countable state space, and general decision space. By introducing a Banach space with a weighted supremum norm, conditions are derived, which guarantee convergence of successive approximations to the value function. These conditions are weaker then those required by the usual supnorm approach. Several properties of the successive approximations are derived.

U2 - 10.1016/0022-247X(77)90210-4

DO - 10.1016/0022-247X(77)90210-4

M3 - Article

VL - 58

SP - 326

EP - 335

JO - Journal of Mathematical Analysis and Applications

JF - Journal of Mathematical Analysis and Applications

SN - 0022-247X

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ER -