On the Convergence of Policy Iteration in Stationary Dynamic Programming (Q4198357)

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scientific article; zbMATH DE number 3639467
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On the Convergence of Policy Iteration in Stationary Dynamic Programming
scientific article; zbMATH DE number 3639467

    Statements

    On the Convergence of Policy Iteration in Stationary Dynamic Programming (English)
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    1979
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    stationary dynamic programming
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    programming in abstract spaces
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    partially ordered normed linear spaces
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    rate of convergence
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    policy iteration method
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    Newton-Kantorovich iteration procedure
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    error bounds
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    finite state Markovian decision problem
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    compact action space
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