On an algorithm for successive improvement of a strategy

DOI10.1090/TRANS2/134/14zbMath0623.60094OpenAlexW4245731867MaRDI QIDQ3761429

V. V. Baranov, N. S. Podtsykin

Publication date: 1987

Published in: American Mathematical Society Translations: Series 2 (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1090/trans2/134/14

zbMATH Keywords

linear programming problemexpected payoffcontrollable Markov processstationary Markov strategies

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Computer aspects of numerical algorithms (65Yxx)

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