A Mixed Value and Policy Iteration Method for Stochastic Control with Universally Measurable Policies (Q3465941)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Mixed Value and Policy Iteration Method for Stochastic Control with Universally Measurable Policies |
scientific article |
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A Mixed Value and Policy Iteration Method for Stochastic Control with Universally Measurable Policies (English)
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29 January 2016
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discrete-time stochastic control
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Borel spaces Markov decision process
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total cost criteria
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measurability
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value iteration
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policy iteration
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convergence
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