A decision exclusion algorithm for a class of Markovian Decision Processes

• Blackwell, D.: Discrete dynamic programming, Ann. Math. Stat.33, 719–726, 1962.

  Google Scholar 

• Derman, C.: Finite State Markovian Decision Processes. New York-London 1970.

• Emrich, O.: Optimales Stoppen von endlichen Markoff-Ketten, Proceedings in Operations Research1, 604–617, 1971.

  Google Scholar 

• Hastings, N.A.J., andJ. M. C. Mello: Tests for suboptimal actions in discounted Markov programming, Management Science19, 1019–1022, 1973.

  Google Scholar 

• Hübner, G.: Improved procedures for eliminating suboptimal actions in Markov programming by the use of contraction properties, Preprint, Institut für Mathematische Stochastik, Universität Hamburg, May 1974.

• Jewell, W. S.: Markov renewal programming I + II, Operations Res.11, 938–971, 1963.

  Google Scholar 

• Kogelschatz, H.: über ein Verfahren zur Bestimmung optimaler Stoppregeln, Proceeding in Operations Research2, 267–277, 1972.

  Google Scholar 

• MacQueen, J.: A test for suboptimal actions in Markovian decision problems, Operations Res.15, 559–561, 1967.

  Google Scholar 

• Mine, H., andS. Osaki: Markovian Decision Processes, New York 1970.

• Porteus, E. L.: Some bounds for discounted sequential decision processes, Management Science18, 7–11, 1971.

  Google Scholar 

• Reetz, D.: Solution of a Markovian decision problem by successive overrelaxation, ZOR17, 29–32, 1973.

  Google Scholar 

• —: A class of Markovian decision processes, Proceedings in Operations Research3, 331–338, 1973.

  Google Scholar 

• Schellhaas, H.: Regenerative stochastische Entscheidungsprozesse mit endlich vielen Zuständen, Operations Research VerfahrenXIII, 332–357, 1972.

  Google Scholar 

• -: Zur Extrapolation in Markoffschen Entscheidungsmodellen mit Diskontierung. Preprint Nr. 84, Fachbereich Mathematik, Technische Hochschule Darmstadt, 1973.

Download references