An heuristic for multi-dimensional Markov decision processes

An heuristic for multi-dimensional Markov decision processes

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Article ID: iaor1994314
Country: India
Volume: 14
Issue: 2
Start Page Number: 203
End Page Number: 219
Publication Date: May 1993
Journal: Journal of Information & Optimization Sciences
Authors:
Keywords: markov processes, decision theory, programming: dynamic, military & defence
Abstract:

An heuristic procedure is presented for multi-dimensional Markov decision processes where current approximating optimal procedures are computationally demanding. It is applicable when certain simple policies are easy to evaluate, and it is not necessary to evaluate the improved policies. Bounds on the loss of optimality arising from such policies are given, which are used to reject or accept any policy derived.

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