On some algorithms for limiting average Markov decision processes

Authors:
C. Daoui;M. Abbad
Affiliations:
Faculté des Siences et Techniques BP.523, Laboratoire de Modélisation et Calcul, Béni-Mellal, Morocco, Africa;Faculté des Siences BP.1014, Rabat, Morocco, Africa
Venue:
Operations Research Letters
Year:
2007

Citing 6
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Abstract

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.