An Accelerated Value/Policy Iteration Scheme for Optimal Control Problems and Games

DOI10.1007/978-3-319-10705-9_48zbMath1328.65142OpenAlexW625463455MaRDI QIDQ5264875

Alessandro Alla, Maurizio Falcone, Dante Kalise

Publication date: 28 July 2015

Published in: Lecture Notes in Computational Science and Engineering (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-10705-9_48

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• An Efficient Policy Iteration Algorithm for Dynamic Programming Equations
• Some Convergence Results for Howard's Algorithm
• An optimal one-way multigrid algorithm for discrete-time stochastic control
• On the Convergence of Policy Iteration in Stationary Dynamic Programming
• Convergence Properties of Policy Iteration
• Algorithms for Stochastic Games with Geometrical Interpretation
• Optimal control and viscosity solutions of Hamilton-Jacobi-Bellman equations

This page was built for publication: An Accelerated Value/Policy Iteration Scheme for Optimal Control Problems and Games