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Schweitzer, P. J.

Iterative solution of the functional equations of undiscounted Markov renewal programming. (English) Zbl 0218.90070

J. Math. Anal. Appl. 34, 495-501 (1971).
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Cited in 2 Reviews
Cited in 48 Documents

MSC:

90C40 Markov and semi-Markov decision processes
60K15 Markov renewal processes, semi-Markov processes
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\textit{P. J. Schweitzer}, J. Math. Anal. Appl. 34, 495--501 (1971; Zbl 0218.90070)
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References:

[1] Jewell, W. S., Markov-renewal programming: II, Operations Res., 11, 949-971 (1963) · Zbl 0166.15602
[2] DeCani, J. S., A dynamic programming algorithm for embedded Markov chains when the planning horizon is at infinity, Management Sci., 10, 716-733 (1964) · Zbl 0995.90622
[3] Howard, R. A., Research in semi-Markovian decision structures, Journal of the Operations Research Society of Japan, 6, 169-199 (1964)
[4] Schweitzer, P. J., Perturbation theory and Markovian decision processes, M.I.T. Operations Research Center Technical Report No. 15 (1965)
[5] Schweitzer, P. J., Perturbation theory and undiscounted Markov renewal programming, Operations Res., 17, 716-727 (1969) · Zbl 0176.50003
[6] Osaki, S.; Mine, H., Linear programming algorithms for semi-Markovian decision processes, J. Math. Anal. Appl., 22, 356-381 (1968) · Zbl 0182.53203
[7] Denardo, E. V.; Fox, B. L., Multichain Markov renewal programs, SIAM J. Appl. Math., 16, 468-487 (1968) · Zbl 0201.19303
[8] Morton, T. E., A critique of the Norman-White dynamic programming approximation, Operations Res., 17, 751-753 (1969) · Zbl 0176.50001
[9] White, D. J., Dynamic programming, Markov chains, and the method of successive approximations, J. Math. Anal. Appl., 6, 373-376 (1963) · Zbl 0124.36404
[11] Odoni, A., On finding the maximal gain for Markov decision processes, Operations Res., 17, 857-860 (1969) · Zbl 0184.23202
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