Two adaptively stepped monotone algorithms for solving discounted dynamic programming equations (Q4293291)
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scientific article; zbMATH DE number 575677
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English | Two adaptively stepped monotone algorithms for solving discounted dynamic programming equations |
scientific article; zbMATH DE number 575677 |
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Two adaptively stepped monotone algorithms for solving discounted dynamic programming equations (English)
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1 December 1994
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infinite horizon
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discrete time
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finite state
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finite action
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discounted, stationary Markov decision processes
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