Iterative bounds on the relative value vector in undiscounted Markov renewal programming.
Paul J. SchweitzerPublished in: Z. Oper. Research (1985)
Keyphrases
- markov chain
- programming language
- lower bound
- loss bounds
- steady state
- markov model
- markov decision processes
- upper bound
- stochastic games
- worst case
- semi markov
- error bounds
- vector data
- upper and lower bounds
- markov processes
- programming environment
- policy iteration
- average reward
- markov decision problems
- confidence bounds
- learning algorithm
- markov process
- computer programming
- object oriented programming
- conditional independence
- least squares
- object oriented
- state space
- feature vectors