Lambert, J. and Houdt, B. Van and Blondia, C. (2005) A policy iteration algorithm for Markov decision processes skip-free in one direction. In: 1st International ICST Workshop on Tools for solving Structured Markov Chains.
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Abstract
In this paper we present a new algorithm for policy iteration for Markov decision processes (MDP) skip-free in one direction. This algorithm, which is based on matrix analytic methods, is in the same spirit as the algorithm of White (Stochastic Models, 21:785-797, 2005) which was limited to matrices
| Item Type: | Conference or Workshop Item (UNSPECIFIED) |
|---|---|
| Date Deposited: | 04 Mar 2026 08:39 |
| Last Modified: | 18 Apr 2026 06:30 |
| URI: | http://eprints.eai.eu/id/eprint/174 |
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