The convergence of value iteration in discounted Markov decision processes

DOI10.1006/JMAA.1994.1090zbMath0802.90115OpenAlexW2095578894MaRDI QIDQ1323884

Douglas J. White, William T. Scherer

Publication date: 8 June 1994

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jmaa.1994.1090

zbMATH Keywords

convergence ratevalue iterationinfinite horizon discounted Markov decision processespointwise convergence concept

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40)

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