Policy Improvement and the Newton–Raphson Algorithm for Renewal Reward Processes

DOI10.1017/S026996480000125XzbMath1134.60378WikidataQ115011669 ScholiaQ115011669MaRDI QIDQ3415940

John M. McNamara

Publication date: 19 January 2007

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

Mathematics Subject Classification ID

Applications of renewal theory (reliability, demand theory, etc.) (60K10)

Related Items (1)

Policy iteration and Newton-Raphson methods for Markov decision processes under average cost criterion

Cites Work

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• An optimal sequential policy for controlling a Markov renewal process
• Average Renewal Loss Rates

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