Solution of a Markovian decision problem by successive overrelaxation.
Dieter ReetzPublished in: Z. Oper. Research (1973)
Keyphrases
- decision problems
- influence diagrams
- multicriteria decision
- decision model
- optimal policy
- utility function
- np hard
- computational complexity
- optimal strategy
- discrete optimization problems
- decision processes
- bandit problems
- partially observable markov decision processes
- pspace complete
- sequential decision making
- multi objective
- optimal solution
- decision analysis