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Solving H-horizon, stationary Markov decision problems in time proportional to log(H)

  • Published:1990-09 Issue:5 Volume:9 Page:287-297
  • ISSN:0167-6377
  • Container-title:Operations Research Letters
  • language:en
  • Short-container-title:Operations Research Letters

Author:

Tseng Paul

Publisher

Elsevier BV

Subject

Applied Mathematics,Industrial and Manufacturing Engineering,Management Science and Operations Research,Software

Reference18 articles.

1. Dynamic Programming: Deterministic and Stochastic Models;Bertsekas,1987

2. Parallel and Distributed Computation: Numerical Methods;Bertsekas,1989

3. Towards a complexity theory of synchronous parallel computation;Cook;Enseign. Math.,1981

4. Discounted and undiscounted value-iteration in Markov decision problems: A survey;Federgruen,1978

5. Computing the gradient of expected reward up to absorption: Deterministic versus simulation methods;Fox,1989

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