Undiscounted Markov decision chains with partial information: An algorithm for computing a locally optimal periodic policy

Undiscounted Markov decision chains with partial information: An algorithm for computing a locally optimal periodic policy

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Article ID: iaor19952250
Country: Germany
Volume: 40
Start Page Number: 163
End Page Number: 181
Publication Date: Jun 1994
Journal: Mathematical Methods of Operations Research (Heidelberg)
Authors: ,
Abstract:

In this paper the authors 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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