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Solution of a discounted semi-markovian descision problem by successive oevarrelaxation - MaRDI portal

Solution of a discounted semi-markovian descision problem by successive oevarrelaxation (Q4331995)

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scientific article; zbMATH DE number 977848
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Solution of a discounted semi-markovian descision problem by successive oevarrelaxation
scientific article; zbMATH DE number 977848

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    Solution of a discounted semi-markovian descision problem by successive oevarrelaxation (English)
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    14 September 1997
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    successive overrelaxation
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    continuously discounted semi-Markovian decision problem
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    Laplace-Stieltjes-transformations
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