| 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.