Abstract
This paper deals with a finite-state, finiteaction discrete-time Markov decision model. A linear programming procedure is developed for the computation of optimal policies over the entire range of the discount factor. Furthermore, a procedure is presented for the computation of a Blackwell optimal policy.
Original language | English |
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Pages (from-to) | 143-151 |
Number of pages | 9 |
Journal | OR Spektrum |
Volume | 7 |
Issue number | 3 |
DOIs | |
Publication status | Published - Sep 1985 |