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Action Elimination Procedures for Modified Policy Iteration Algorithms

Martin L. Puterman, Moon Chirl Shin

Operations Research · 1982 · Volume 30 · Issue 2

DOI: 10.1287/opre.30.2.301

Abstract

This paper proposes bounds and action elimination procedures for policy iteration and modified policy iteration. Procedures to eliminate nonoptimal actions for one iteration and for all subsequent iterations are presented. The implementation of these procedures is discussed and encouraging computational results are presented.

Keywords

111 computational methods, 116 action elimination methods

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