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  • Search: subject:"Value Iteration"
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Year of publication
Subject
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Markov chain 15 Markov-Kette 15 Theorie 14 Theory 14 Decision 10 Entscheidung 10 Markov decision process 9 Mathematical programming 8 Mathematische Optimierung 8 Value iteration 7 value iteration 7 Dynamic programming 6 Dynamische Optimierung 6 Algorithm 4 Algorithmus 4 Schweitzer's Transformation 4 Stochastic process 4 Stochastischer Prozess 4 Value Iteration 4 Markov Decision Process 3 dynamic programming 3 relative value iteration 3 AMS Classification: 90C40 2 AMS Subject Classifications. Primary 2 Adaptive optimal policy 2 Approximation of Optimal Policy 2 Average Cost Criterion 2 Communicating class 2 Consistent estimation 2 Convergence of the value iteration approximations 2 Discrepancy function. 2 Discrete choice 2 Diskrete Entscheidung 2 Estimation theory 2 Geometrical Convergence 2 Imprecise transition 2 Key words: Successive approximations 2 Markov decision processes 2 Markov game 2 Markov perfect equilibrium 2
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Online availability
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Undetermined 21 Free 4
Type of publication
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Article 30 Book / Working Paper 1
Type of publication (narrower categories)
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Article in journal 18 Aufsatz in Zeitschrift 18 Article 1 Conference paper 1 Konferenzbeitrag 1
Language
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English 20 Undetermined 11
Author
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Bray, Robert L. 4 Cavazos-Cadena, Rolando 4 Chafik, Sanaa 2 Chang, Hyeong 2 Daoui, Cherki 2 Gordienko, Evgueni 2 Horiguchi, Masayuki 2 Iki, Tetsuichiro 2 Kurano, Masami 2 Minjárez-Sosa, Adolfo 2 Montes-De-Oca, Raúl 2 Rieder, Ulrich 2 Antonello, Michele 1 Baird, Graham 1 Bertsekas, Dimitri P. 1 Bhatnagar, Shalabh 1 Bäauerle, Nicole 1 Bäuerle, Nicole 1 Cipani, Luca 1 Fan, Xiaoqing 1 Feinberg, Eugene A. 1 Frejinger, Emma 1 Goyal, Vineet 1 Grand-Clément, Julien 1 Guillot, Matthieu 1 Huang, Jefferson 1 Kamihigashi, Takashi 1 Larach, Abdelhadi 1 Liu, Bin 1 Min, Daiki 1 Ramaswamy, Arunselvan 1 Runggaldier, Wolfgang J. 1 Ruszczyński, Andrzej P. 1 Stauffer, Gautier 1 Tien Mai 1 Wang, Xiao-Lin 1 Xu, Jianyu 1 Yao, Masayuki 1 Yu, Huizhen 1 Zhang, Jianxiong 1
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Institution
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Research Institute for Economics and Business Administration, Kobe University 1
Published in...
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Computational Statistics 5 Mathematical Methods of Operations Research 5 Mathematics of operations research 4 European journal of operational research : EJOR 2 Operations research 2 4OR : a quarterly journal of operations research 1 Computers & operations research : and their applications to problems of world concern ; an international journal 1 Discussion Paper Series / Research Institute for Economics and Business Administration, Kobe University 1 Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics 1 International Journal of Decision Support System Technology (IJDSST) 1 Journal of electronic commerce in organizations : the international journal of electronic commerce in modern organizations ; an official publication of the Information Resources Management Association 1 Journal of the Operational Research Society 1 Management science : journal of the Institute for Operations Research and the Management Sciences 1 Operations research letters 1 Quantitative Economics 1 Quantitative economics : QE ; journal of the Econometric Society 1 Scandinavian actuarial journal 1 Transportation science 1
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Source
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ECONIS (ZBW) 18 RePEc 11 EconStor 1 Other ZBW resources 1
Showing 11 - 20 of 31
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Optimising darts strategy using Markov decision processes and reinforcement learning
Baird, Graham - In: Journal of the Operational Research Society 71 (2020) 6, pp. 1020-1037
Persistent link: https://www.econbiz.de/10012264495
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Deterministic Dynamic Programming in Discrete Time: A Monotone Convergence Principle
Kamihigashi, Takashi; Yao, Masayuki - Research Institute for Economics and Business … - 2015
function is always a fixed point of a modified version of the Bellman operator. We also show that value iteration monotonically …
Persistent link: https://www.econbiz.de/10011262935
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Parallel Hierarchical Pre-Gauss-Seidel Value Iteration Algorithm
Chafik, Sanaa; Larach, Abdelhadi; Daoui, Cherki - In: International Journal of Decision Support System … 10 (2018) 2, pp. 1-22
The standard Value Iteration (VI) algorithm, referred to as Value Iteration Pre-Jacobi (PJ-VI) algorithm, is the … simplest Value Iteration scheme, and the well-known algorithm for solving Markov Decision Processes (MDPs). In the literature …, the Value Iteration Pre-Gauss-Seidel (VI-PGS) algorithm and the VI Gauss-Seidel (VI-GS) algorithm. In this article, the …
Persistent link: https://www.econbiz.de/10012044144
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Minimizing capital injections by investment and reinsurence for a piecewise deterministic reserve process model
Antonello, Michele; Cipani, Luca; Runggaldier, Wolfgang J. - In: Scandinavian actuarial journal (2018) 10, pp. 907-932
Persistent link: https://www.econbiz.de/10011939796
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Partially observable risk-sensitive Markov decision processes
Bäauerle, Nicole; Rieder, Ulrich - In: Mathematics of operations research 42 (2017) 4, pp. 1180-1196
Persistent link: https://www.econbiz.de/10011773314
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A modified value iteration algorithm for discounted Markov Decision Processes
Chafik, Sanaa; Daoui, Cherki - In: Journal of electronic commerce in organizations : the … 13 (2015) 3, pp. 47-57
Persistent link: https://www.econbiz.de/10011339391
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A mixed value and policy iteration method for stochastic control with universally measurable policies
Yu, Huizhen; Bertsekas, Dimitri P. - In: Mathematics of operations research 40 (2015) 4, pp. 926-968
Persistent link: https://www.econbiz.de/10011409000
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Computational methods for risk-averse undiscounted transient Markov models
Çavuş, Özlem; Ruszczyński, Andrzej P. - In: Operations research 62 (2014) 2, pp. 401-417
Persistent link: https://www.econbiz.de/10010361418
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The value iteration algorithm is not strongly polynomial for discounted dynamic programming
Feinberg, Eugene A.; Huang, Jefferson - In: Operations research letters 42 (2014) 2, pp. 130-131
Persistent link: https://www.econbiz.de/10010364590
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More risk-sensitive Markov decision processes
Bäuerle, Nicole; Rieder, Ulrich - In: Mathematics of operations research 39 (2014) 1, pp. 105-120
Persistent link: https://www.econbiz.de/10010345222
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