| Article ID: | iaor19932373 |
| Country: | United Kingdom |
| Volume: | 43 |
| Issue: | 11 |
| Start Page Number: | 1095 |
| End Page Number: | 1102 |
| Publication Date: | Nov 1992 |
| Journal: | Journal of the Operational Research Society |
| Authors: | White D.J. |
| Keywords: | superharmonics |
In this paper a new algorithm is provided for obtaining approximately optimal policies for infinite-horizon discounted Markov decision processes. In addition, some of the properties of the algorithm are established. The algorithm is based upon the fact that the optimal value function is the unqiue vector minimum function within the superharmonic set.