Simplex Algorithm for Countable-State Discounted Markov Decision Processes
نویسندگان
چکیده
منابع مشابه
Simplex Algorithm for Countable-State Discounted Markov Decision Processes
We consider discounted Markov Decision Processes (MDPs) with countably-infinite statespaces, finite action spaces, and unbounded rewards. Typical examples of such MDPs areinventory management and queueing control problems in which there is no specific limit on thesize of inventory or queue. Existing solution methods obtain a sequence of policies that convergesto optimality i...
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ژورنال
عنوان ژورنال: Operations Research
سال: 2017
ISSN: 0030-364X,1526-5463
DOI: 10.1287/opre.2017.1598