Stabilizing Policy Improvement for Large-Scale Infinite-Horizon Dynamic Programming (Q3561166)

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Stabilizing Policy Improvement for Large-Scale Infinite-Horizon Dynamic Programming
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    title
    Stabilizing Policy Improvement for Large-Scale Infinite-Horizon Dynamic Programming (English)
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    DOI
    10.1137/060653305
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    publication date
    25 May 2010
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    Mathematics Subject Classification ID
    49L20
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    15A06
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    65F50
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    93E03
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    90C70
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    zbMATH DE Number
    5711189
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    zbMATH Keywords
    dynamic programming
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    policy improvement
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    rank-revealing LU
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    numerical stability
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