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A K-step look-ahead analysis of value iteration algorithms for Markov decision processes

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  • Herzberg, Meir
  • Yechiali, Uri

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  • Herzberg, Meir & Yechiali, Uri, 1996. "A K-step look-ahead analysis of value iteration algorithms for Markov decision processes," European Journal of Operational Research, Elsevier, vol. 88(3), pages 622-636, February.
    • Handle: RePEc:eee:ejores:v:88:y:1996:i:3:p:622-636
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    References listed on IDEAS

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    1. Meir Herzberg & Uri Yechiali, 1994. "Accelerating Procedures of the Value Iteration Algorithm for Discounted Markov Decision Processes, Based on a One-Step Lookahead Analysis," Operations Research, INFORMS, vol. 42(5), pages 940-946, October.
    2. Martin L. Puterman & Moon Chirl Shin, 1982. "Action Elimination Procedures for Modified Policy Iteration Algorithms," Operations Research, INFORMS, vol. 30(2), pages 301-318, April.
    3. Katsuhisa Ohno & Kuniyoshi Ichiki, 1987. "Computing Optimal Policies for Controlled Tandem Queueing Systems," Operations Research, INFORMS, vol. 35(1), pages 121-126, February.
    4. Martin L. Puterman & Moon Chirl Shin, 1978. "Modified Policy Iteration Algorithms for Discounted Markov Decision Problems," Management Science, INFORMS, vol. 24(11), pages 1127-1137, July.
    5. Evan L. Porteus, 1971. "Some Bounds for Discounted Sequential Decision Processes," Management Science, INFORMS, vol. 18(1), pages 7-11, September.
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    1. Oleksandr Shlakhter & Chi-Guhn Lee & Dmitry Khmelev & Nasser Jaber, 2010. "Acceleration Operators in the Value Iteration Algorithms for Markov Decision Processes," Operations Research, INFORMS, vol. 58(1), pages 193-202, February.
    2. Oleksandr Shlakhter & Chi-Guhn Lee, 2013. "Accelerated modified policy iteration algorithms for Markov decision processes," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 78(1), pages 61-76, August.

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