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1988 | OriginalPaper | Buchkapitel

Does it Pay to Solve Infinite-Stage Markov Decision Problems when Finite-Stage Solutions are Asked for?

verfasst von : Gerhard Hübner

Erschienen in: DGOR/NSOR

Verlag: Springer Berlin Heidelberg

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It is well-known for Markov decision problems that there are more and faster algorithms for the infinite-stage case than for finite-stage problems. In the latter case (essentially) only standard successive approximation methods are applicable in connection with extrapolating bounds and eliminating of non-optimal actions. But if the infinite—stage solution is known it may be used to approximate the finite-stage value.

Metadaten
Titel
Does it Pay to Solve Infinite-Stage Markov Decision Problems when Finite-Stage Solutions are Asked for?
verfasst von
Gerhard Hübner
Copyright-Jahr
1988
Verlag
Springer Berlin Heidelberg
DOI
https://doi.org/10.1007/978-3-642-73778-7_133