Nonstationary value iteration in controlled Markov chains with risk-sensitive average criterion (Q5476137)

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scientific article; zbMATH DE number 5036942
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Nonstationary value iteration in controlled Markov chains with risk-sensitive average criterion
scientific article; zbMATH DE number 5036942

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    Nonstationary value iteration in controlled Markov chains with risk-sensitive average criterion (English)
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    29 June 2006
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    nonstationary successive approximations algorithm
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    approximate solution to the optimality equation
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    Schweitzer's transformation
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    Birkhoff's contraction coefficient
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