The Value Iteration Algorithm in Risk-Sensitive Average Markov Decision Chains with Finite State Space (Q5704149)
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scientific article; zbMATH DE number 2228314
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English | The Value Iteration Algorithm in Risk-Sensitive Average Markov Decision Chains with Finite State Space |
scientific article; zbMATH DE number 2228314 |
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The Value Iteration Algorithm in Risk-Sensitive Average Markov Decision Chains with Finite State Space (English)
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11 November 2005
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Successive approximations method
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Schweitzer's transformation
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risk-sensitive average optimality equation
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stopping rule for the value iteration scheme
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