Policy Improvement and the Newton-Raphson Algorithm

DOI10.1017/S0269964800000760zbMath1134.90534WikidataQ115011674 ScholiaQ115011674MaRDI QIDQ3415884

Natalia L. Komarova, Peter Whittle

Publication date: 19 January 2007

Published in: Probability in the Engineering and Informational Sciences (Search for Journal in Brave)

Mathematics Subject Classification ID

Learning and adaptive systems in artificial intelligence (68T05) Markov and semi-Markov decision processes (90C40) Elliptic equations and elliptic systems (35J99)

Related Items (2)

Policy iteration and Newton-Raphson methods for Markov decision processes under average cost criterion ⋮ A simulation-based approach to stochastic dynamic programming

Cites Work

• Risk-sensitive linear/quadratic/gaussian control
• Unnamed Item

This page was built for publication: Policy Improvement and the Newton-Raphson Algorithm