| Article ID: | iaor20081983 |
| Country: | Netherlands |
| Volume: | 35 |
| Issue: | 2 |
| Start Page Number: | 261 |
| End Page Number: | 266 |
| Publication Date: | Mar 2007 |
| Journal: | Operations Research Letters |
| Authors: | Abbad M., Daoui C. |
We consider limiting average Markov decision processes (MDP) with finite state and action spaces. We propose some algorithms to determine optimal strategies for deterministic and general MDPs. These algorithms are based on graph theory and the construction of levels in some aggregated MDP.