A note on the convergence rate of the value iteration scheme in controlled Markov chains (Q1128695)
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English | A note on the convergence rate of the value iteration scheme in controlled Markov chains |
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A note on the convergence rate of the value iteration scheme in controlled Markov chains (English)
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13 August 1998
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Markov decision processes
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long-run average cost criterion
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simultaneous Doeblin condition
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geometric convergence rate
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