Abstract
In this paper a new algorithm is provided for obtaining approximately optimal policies for infinite-horizon discounted Markov decision processes. In addition, some of the properties of the algorithm are established. The algorithm is based upon the fact that the optimal value function is the unique vector minimum function within the superharmonic set.
This is a preview of subscription content, log in via an institution to check access.
Similar content being viewed by others
Author information
Authors and Affiliations
Rights and permissions
About this article
Cite this article
White, D. A Vector Minimum Superharmonic Approach to Solving Infinite-Horizon Discounted Markov Decision Processes. J Oper Res Soc 43, 1095–1102 (1992). https://doi.org/10.1057/jors.1992.167
Published:
Issue Date:
DOI: https://doi.org/10.1057/jors.1992.167