Nonstationary value iteration in controlled Markov chains with risk-sensitive average criterion (Q5476137): Difference between revisions

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Property / full work available at URL: https://doi.org/10.1239/jap/1134587805 / rank
 
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Latest revision as of 17:34, 24 June 2024

scientific article; zbMATH DE number 5036942
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English
Nonstationary value iteration in controlled Markov chains with risk-sensitive average criterion
scientific article; zbMATH DE number 5036942

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    Nonstationary value iteration in controlled Markov chains with risk-sensitive average criterion (English)
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    29 June 2006
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    nonstationary successive approximations algorithm
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    approximate solution to the optimality equation
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    Schweitzer's transformation
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    Birkhoff's contraction coefficient
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