Multiply Accelerated Value Iteration for NonSymmetric Affine Fixed Point Problems and Application to Markov Decision Processes
DOI10.1137/20M1367192zbMath1486.90203arXiv2009.10427OpenAlexW3088211401MaRDI QIDQ5862806
Zheng Qu, Marianne Akian, Stéphane Gaubert, Omar Saadi
Publication date: 10 March 2022
Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2009.10427
optimal controldynamic programmingvalue iterationnonexpansive mapsfixed point problemslarge scale optimizationKrasnosel'skiĭ-Mann algorithmNesterov acceleration
Dynamic programming (90C39) Contraction-type mappings, nonexpansive mappings, (A)-proper mappings, etc. (47H09) Markov and semi-Markov decision processes (90C40)
Uses Software
Cites Work
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