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Nonstationary Markov decision problems with converging parameters - MaRDI portal

Nonstationary Markov decision problems with converging parameters (Q1136706)

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scientific article; zbMATH DE number 3664766
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Nonstationary Markov decision problems with converging parameters
scientific article; zbMATH DE number 3664766

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    Nonstationary Markov decision problems with converging parameters (English)
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    1981
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    modified value-iteration method
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    discounted version
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    undiscounted version
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    optimal policies
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    asymptotic behavior
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    non-stationary Markov decision problems
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    approximations for parameters
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    convergence rates
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