A homotopy approach for infinite horizon discounted Markov decision processes

A homotopy approach for infinite horizon discounted Markov decision processes

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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:
Abstract:

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.

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