On Convergence of Value Iteration for a Class of Total Cost Markov Decision Processes

DOI10.1137/141000294zbMath1327.90364arXiv1411.1459OpenAlexW1752208072MaRDI QIDQ5502179

Huizhen Yu

Publication date: 18 August 2015

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1411.1459

zbMATH Keywords

convergencedynamic programmingMarkov decision processesvalue iterationdiscrete-time stochastic optimal controlinfinite spaces

Mathematics Subject Classification ID

Dynamic programming (90C39) Optimal stochastic control (93E20) Markov and semi-Markov decision processes (90C40)

Related Items (5)

Markov Decision Processes with Incomplete Information and Semiuniform Feller Transition Probabilities ⋮ Regular Policies in Abstract Dynamic Programming ⋮ Open Problem—Convergence and Asymptotic Optimality of the Relative Value Iteration in Ergodic Control ⋮ Average Cost Optimality Inequality for Markov Decision Processes with Borel Spaces and Universally Measurable Policies ⋮ MDPs with setwise continuous transition probabilities

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