haku: @indexterm LINEAR PROGRAMMING / yhteensä: 544
viite: 104 / 544
| Tekijä: | White, D. |
| Otsikko: | Solving infinite-horizon discounted Markov games using a superharmonic least-element algorithm |
| Lehti: | Management Science
1993 : JAN, VOL. 39:1, p. 93-100 |
| Asiasana: | LINEAR PROGRAMMING ALGORITHMS MANAGEMENT SCIENCE |
| Kieli: | eng |
| Tiivistelmä: | In this paper the author presents an algorithm for solving infinite-horizon discounted Markov games based upon the fact that the value function is a least element of a superharmonic set. The algorithm produces a pair of policies whose value function is within a specified error of the solution to the fixed point equation. Part of the algorithm involves solving a set of fractional programs which are replaced by equivalent linear programs. A brief review of some competing algorithms is also given. |
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