A decomposition algorithm for limiting average Markov decision problems

@article{Abbad2003ADA,
  title={A decomposition algorithm for limiting average Markov decision problems},
  author={Mohammed Abbad and Hatim Boustique},
  journal={Oper. Res. Lett.},
  year={2003},
  volume={31},
  pages={473-476}
}
We consider a Markov decision process (MDP) under average reward criterion. We investigate the decomposition of such MDP into smaller MDPs by using the strongly connected classes in the associated graph. Then, by introducing the associated levels, we construct an aggregation–disaggregation algorithm for the computation of an optimal strategy for the original MDP. c © 2003 Elsevier B.V. All rights reserved.