Decomposition Methods for Solving Finite-Horizon Large MDPs

Algorithm 4

Step 1.	Determine the class Cmk such that i0 ∈ Cmk.
Step 2.	Determine the classes Cnh, n∈{0, 1, …, m}; h ∈{1, 2,.., k(n)} such that the end of any arc emanating from Cmk is in the classes Cnh
Step 3.	Solve the restricted MDPnh found in Step 2.