Tests for Suboptimal Actions in Discounted Markov Programming

A new test for suboptimal actions in discounted Markov decision problems is proposed. The test is discussed in relation to that of MacQueen and Porteus and preferred computational schemes are given.

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Year of publication:	1973
Authors:	Hastings, N. A. J. ; Mello, J. M. C.
Published in:	Management Science. - Institute for Operations Research and the Management Sciences - INFORMS, ISSN 0025-1909. - Vol. 19.1973, 9, p. 1019-1022
Publisher:	Institute for Operations Research and the Management Sciences - INFORMS

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Extent:	application/pdf
Type of publication:	Article
Other identifiers:	10.1287/mnsc.19.9.1019 [DOI]
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10009204548