Undiscounted Markov decision chains with partial information; an algorithm for computing a locally optimal periodic policy

A Hordijk,J A Loeve

doi:10.1007/bf01432808

Undiscounted Markov decision chains with partial information; an algorithm for computing a locally optimal periodic policy

A Hordijk, J A Loeve

https://doi.org/10.1007/bf01432808

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Journal: ZOR Zeitschrift f�r Operations Research Mathematical Methods of Operations Research	Publication Date: Jun 1, 1994
Citations: 15

Affiliation: Leiden University

#Partial Information #Markov Decision Chain + Show 8 more

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Abstract

In this paper we construct an algorithm of successive approximation type that computes a locally optimal periodic policy for a Markov decision chain with partial state information. The algorithm is applied to a queueing network with server control.

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