Multi-policy improvement in stochastic optimization with forward recursive function criteria

DOI10.1016/j.jmaa.2004.10.062zbMath1059.90142OpenAlexW2072967268MaRDI QIDQ1771387

Hyeong Soo Chang

Publication date: 21 April 2005

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

Full work available at URL: https://doi.org/10.1016/j.jmaa.2004.10.062

zbMATH Keywords

Invariant imbeddingAssociative dynamic programsForward recursive objective functionParallel rolloutPolicy switching

Mathematics Subject Classification ID

Stochastic programming (90C15) Markov and semi-Markov decision processes (90C40)

Cites Work

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• Parallel rollout for online solution of partially observable Markov decision processes
• Convergence properties of ordinal comparison in the simulation of discrete event dynamic systems
• Approximate receding horizon approach for Markov decision processes: average reward case
• Stochastic optimization of forward recursive functions
• Associative dynamic programs
• On the convergence rate of ordinal comparisons of random variables
• A survey of computational complexity results in systems and control

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