Bounds on discrete dynamic programming recursions. II. Polynomial bounds on problems with block-triangular structure
Karel Sladký (1981)
Kybernetika
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Karel Sladký (1981)
Kybernetika
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Karel Sladký (1981)
Kybernetika
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Gerhard Hübner (1983)
Acta Universitatis Carolinae. Mathematica et Physica
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Karel Sladký (2010)
Kybernetika
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In this note we focus attention on identifying optimal policies and on elimination suboptimal policies minimizing optimality criteria in discrete-time Markov decision processes with finite state space and compact action set. We present unified approach to value iteration algorithms that enables to generate lower and upper bounds on optimal values, as well as on the current policy. Using the modified value iterations it is possible to eliminate suboptimal actions and to identify an optimal...