
Accession Number : AD0726394
Title : Computational Methods for Finite State Finite Valued Markovian Decision Problems.
Descriptive Note : Research rept.,
Corporate Author : CALIFORNIA UNIV BERKELEY OPERATIONS RESEARCH CENTER
Personal Author(s) : Totten,John C.
Report Date : MAY 1971
Pagination or Media Count : 108
Abstract : Markov and semiMarkov decision problems with a finite number of states and a finite number of actions are considered. A two phase computational system is developed. The first phase is an analysis phase which can be applied to an n state K action problem at a cost of betwen 5nK and 9nK multiplies and adds. The second phase of the computational method uses successive improvement of upper and lower bounds to eliminate nonoptimal actions until the optimal action is determined for one or more states. At this point, the analysis phase is used to eliminate these states and generate improved upper and lower bounds for the reduced problem. (Author)
Descriptors : (*DECISION THEORY, *STOCHASTIC PROCESSES), SET THEORY, APPROXIMATION(MATHEMATICS), PROBABILITY DENSITY FUNCTIONS, DISTRIBUTION FUNCTIONS, THEOREMS
Subject Categories : Operations Research
Distribution Statement : APPROVED FOR PUBLIC RELEASE