Article ID: | iaor19972488 |
Country: | Germany |
Volume: | 43 |
Issue: | 3 |
Start Page Number: | 353 |
End Page Number: | 372 |
Publication Date: | May 1996 |
Journal: | Mathematical Methods of Operations Research (Heidelberg) |
Authors: | White D.J. |
This paper considers a homotopy deformation approach to solving Markov decision process problems by the continuous deformation of a simpler Markov decision process problem until it is identical with the original problem. Algorithms and performance bounds are given.