| Article ID: | iaor20051048 |
| Country: | Germany |
| Volume: | 58 |
| Issue: | 2 |
| Start Page Number: | 237 |
| End Page Number: | 245 |
| Publication Date: | Jan 2003 |
| Journal: | Mathematical Methods of Operations Research (Heidelberg) |
| Authors: | Daoui C., Abbad A. |
We consider a discrete time finite Markov decision process (MDP) with the discounted and weighted reward optimality criteria. Earlier the authors considered some decomposition of limiting average MDPs. In this paper, we use an analogous approach for discounted and weighted MDPs. Then, we construct some hierarchical decomposition algorithms for both discounted and weighted MDPs.