Value iteration and approximately optimal stationary policies in finite-state average Markov decision chains

DOI10.1007/s001860200205zbMath1023.90075OpenAlexW2002116911MaRDI QIDQ1396927

Rolando Cavazos-Cadena

Publication date: 14 July 2003

Published in: Mathematical Methods of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s001860200205

zbMATH Keywords

Markov decision processessuccessive approximationsoptimality equationconvergence of the value iteration approximationsSchweitzer's transformation

Mathematics Subject Classification ID

Discrete-time Markov processes on general state spaces (60J05) Optimal stochastic control (93E20) Markov and semi-Markov decision processes (90C40)