Technical Note—Elimination of Suboptimal Actions in Markov Decision Problems
- 1 June 1973
- journal article
- Published by Institute for Operations Research and the Management Sciences (INFORMS) in Operations Research
- Vol. 21 (3) , 848-851
- https://doi.org/10.1287/opre.21.3.848
Abstract
This note points out that upper and lower bounds on the optimal value function of a finite discounted Markov decision problem can be computed easily when the problem is solved by linear programming or policy iteration. These bounds can be used to identify suboptimal actions.Keywords
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