| Article ID: | iaor20043338 |
| Country: | Netherlands |
| Volume: | 31 |
| Issue: | 6 |
| Start Page Number: | 473 |
| End Page Number: | 476 |
| Publication Date: | Nov 2003 |
| Journal: | Operations Research Letters |
| Authors: | Abbad Mohammed, Boustique Hatim |
We consider a Markov decision process (MDP) under average reward criterion. We investigate the decomposition of such MDPs by using the strongly connected classes in the associated graph. Then, by introducing the associated levels, we construct an aggregation–disaggregation algorithm for the computation of an optimal strategy for the original MDP.