A Moreau-Yosida regularization for Markov decision processes

DOI10.22199/issn.0717-6279-2021-01-0008zbMath1478.90142OpenAlexW3118361340MaRDI QIDQ5027703

R. Israel Ortega-Gutiérrez, Hugo Cruz-Suárez

Publication date: 7 February 2022

Published in: Proyecciones (Antofagasta) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.22199/issn.0717-6279-2021-01-0008

zbMATH Keywords

Moreau-Yosida regularizationdiscounted Markov decision processesuniqueness of optimal policies

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40) Numerical methods of relaxation type (49M20)

Cites Work

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