Geodesic
Identification of optimal policies in Markov decision processes
Kybernetika, Tome 46 (2010) no. 3, pp. 558-570.

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In this note we focus attention on identifying optimal policies and on elimination suboptimal policies minimizing optimality criteria in discrete-time Markov decision processes with finite state space and compact action set. We present unified approach to value iteration algorithms that enables to generate lower and upper bounds on optimal values, as well as on the current policy. Using the modified value iterations it is possible to eliminate suboptimal actions and to identify an optimal policy or nearly optimal policies in a finite number of steps without knowing precise values of the performance function.
Classification : 60J10, 90C40, 93E20
Keywords: finite state Markov decision processes; discounted and average costs; elimination of suboptimal policies 
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     author = {Sladk\'y, Karel},
     title = {Identification of optimal policies in {Markov} decision processes},
     journal = {Kybernetika},
     pages = {558--570},
     publisher = {mathdoc},
     volume = {46},
     number = {3},
     year = {2010},
     mrnumber = {2676091},
     zbl = {1195.93148},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/KYB_2010__46_3_a18/}
}
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Sladký, Karel. Identification of optimal policies in Markov decision processes. Kybernetika, Tome 46 (2010) no. 3, pp. 558-570. http://geodesic.mathdoc.fr/item/KYB_2010__46_3_a18/