Some basic concepts of numerical treatment of Markov decision models |
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| Authors: | A Hahnewald-Busch V Nollau |
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| Institution: | Dresden Sektion Mathematik , Technische Universitat , Dresden , DDR , 8027 , Momnisenstr |
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| Abstract: | This survey reviews some results on numerical treatment of MARKOV Decision Models with respect to iV-stage-optimality, discounted optimality, and average optimality criteria. Especially, we deal with accelerated algorithms, approximation procedures and structured problems. AMS 1980 subject classifications: 93C55, 90C40, 93D35 |
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| Keywords: | MAKEiovian decision problems dynamic programming discounted and un- discounted costs approximative models bounds suboptirnahty-tests |
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