Zur verallgemeinerung elnes sukzessiven approximations-verfahrens von der wal auf semi-Markovsche entscheidungsprozesse
作者:
V. Nollau,
E. Jannusch,
期刊:
Mathematische Operationsforschung und Statistik. Series Optimization
(Taylor Available online 1982)
卷期:
Volume 13,
issue 2
页码: 299-307
ISSN:0323-3898
年代: 1982
DOI:10.1080/02331938208842791
出版商: Akademic-Verlag
数据来源: Taylor
摘要:
We generalize an algorithm by van der Wal [6] for successive approximation of optimal strategies in non-discounted decision processes. This generalization is characterized as a method of strategy-improving, where the explicit solution of an equality system is not necessary. Several examples have demonstrated that the given method is advantageous in the case of decision spaces with high dimension especially.
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