On the Convergence of Policy Iteration in Stationary Dynamic Programming (Q4198357)
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scientific article; zbMATH DE number 3639467
Language | Label | Description | Also known as |
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English | On the Convergence of Policy Iteration in Stationary Dynamic Programming |
scientific article; zbMATH DE number 3639467 |
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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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