A homotopy approach for infinite horizon discounted Markov decision processes |
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| Authors: | Douglas John White |
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| Affiliation: | (1) Department of System Engineering, University of Virginia, Thorton Hall, 22903-2442 Charlottesville, VA, USA |
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| Abstract: | In this paper we consider a homotopy deformation approach to solving Markov decision process problems by the continuous deformation of a simpler Markov decision process problem until it is identical with the original problem. Algorithms and performance bounds are given. |
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| Keywords: | Markov decision processes algorithms homotopy |
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