On the Complexity of the Policy Improvement Algorithm for Markov Decision Processes

Mary Melekopoglou; Anne Condon

doi:10.1287/ijoc.6.2.188

On the Complexity of the Policy Improvement Algorithm for Markov Decision Processes

INFORMS Journal on Computing ◽

10.1287/ijoc.6.2.188 ◽

1994 ◽

Vol 6 (2) ◽

pp. 188-192 ◽

Cited By ~ 16

Author(s):

Mary Melekopoglou ◽

Anne Condon

Keyword(s):

Markov Decision Processes ◽

Decision Processes ◽

Policy Improvement ◽

Improvement Algorithm ◽

Markov Decision

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Policy improvement algorithm for continuous time Markov decision processes with switching costs

Stochastic Control Theory and Stochastic Differential Systems - Lecture Notes in Control and Information Sciences ◽

10.1007/bfb0009393 ◽

2005 ◽

pp. 320-331 ◽

Cited By ~ 1

Author(s):

Bharat Doshi

Keyword(s):

Markov Decision Processes ◽

Continuous Time ◽

Switching Costs ◽

Decision Processes ◽

Policy Improvement ◽

Improvement Algorithm ◽

Markov Decision

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A policy improvement method for constrained average Markov decision processes

Operations Research Letters ◽

10.1016/j.orl.2006.09.003 ◽

2007 ◽

Vol 35 (4) ◽

pp. 434-438 ◽

Cited By ~ 8

Author(s):

Hyeong Soo Chang

Keyword(s):

Markov Decision Processes ◽

Decision Processes ◽

Policy Improvement ◽

Markov Decision ◽

Improvement Method

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Random search for constrained Markov decision processes with multi-policy improvement

Automatica ◽

10.1016/j.automatica.2015.05.016 ◽

2015 ◽

Vol 58 ◽

pp. 127-130

Author(s):

Hyeong Soo Chang

Keyword(s):

Markov Decision Processes ◽

Random Search ◽

Decision Processes ◽

Policy Improvement ◽

Constrained Markov Decision Processes ◽

Markov Decision

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Semi-infinite discounted Markov decision processes: Policy improvement and singular perturbations

Mathematical Methods of Operations Research ◽

10.1007/s001860100143 ◽

2001 ◽

Vol 54 (2) ◽

pp. 279-290 ◽

Cited By ~ 1

Author(s):

Mohammed Abbad ◽

Khalid Rahhali

Keyword(s):

Markov Decision Processes ◽

Singular Perturbations ◽

Decision Processes ◽

Policy Improvement ◽

Markov Decision

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Comments on: “A policy improvement method for constrained average Markov decision processes” [Oper. Res. Lett. 35 (2007) 434–438]

Operations Research Letters ◽

10.1016/j.orl.2008.10.002 ◽

2009 ◽

Vol 37 (1) ◽

pp. 69

Author(s):

Yasemin Serin

Keyword(s):

Markov Decision Processes ◽

Decision Processes ◽

Policy Improvement ◽

Markov Decision ◽

Improvement Method

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POLICY IMPROVEMENT IN MARKOV DECISION PROCESSES AND MARKOV POTENTIAL THEORY

Bulletin of Mathematical Statistics ◽

10.5109/13123 ◽

1978 ◽

Vol 18 (1/2) ◽

pp. 55-67

Author(s):

Masami Yasuda

Keyword(s):

Potential Theory ◽

Markov Decision Processes ◽

Decision Processes ◽

Policy Improvement ◽

Markov Decision

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Learning Control of Dynamical Systems Based on Markov Decision Processes: Research Frontiers and Outlooks

ACTA AUTOMATICA SINICA ◽

10.3724/sp.j.1004.2012.00673 ◽

2012 ◽

Vol 38 (5) ◽

pp. 673-687 ◽

Cited By ~ 1

Author(s):

Xin XU ◽

Dong SHEN ◽

Yan-Qing GAO ◽

Kai WANG

Keyword(s):

Dynamical Systems ◽

Markov Decision Processes ◽

Learning Control ◽

Decision Processes ◽

Markov Decision ◽

Research Frontiers

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A Framework for Modeling Bounded Rationality: Mis-Specified Bayesian-Markov Decision Processes

SSRN Electronic Journal ◽

10.2139/ssrn.2710475 ◽

2016 ◽

Cited By ~ 1

Author(s):

Ignacio Esponda ◽

Demian Pouzo

Keyword(s):

Bounded Rationality ◽

Markov Decision Processes ◽

Decision Processes ◽

Markov Decision

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A Vector Minimum Superharmonic Approach to Solving Infinite-Horizon Discounted Markov Decision Processes

Journal of the Operational Research Society ◽

10.1038/sj/jors/0431109 ◽

1992 ◽

Vol 43 (11) ◽

pp. 1095-1102

Author(s):

D J White

Keyword(s):

Markov Decision Processes ◽

Infinite Horizon ◽

Decision Processes ◽

Markov Decision

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A Convex Programming Approach for Discrete-Time Markov Decision Processes under the Expected Total Reward Criterion

SIAM Journal on Control and Optimization ◽

10.1137/19m1255811 ◽

2020 ◽

Vol 58 (4) ◽

pp. 2535-2566

Author(s):

François Dufour ◽

Alexandre Genadot

Keyword(s):

Convex Programming ◽

Markov Decision Processes ◽

Discrete Time ◽

Decision Processes ◽

Programming Approach ◽

Total Reward ◽

Markov Decision ◽

Reward Criterion

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