Asymptotic expansions for dynamic programming recursions with general nonnegative matrices

DOI10.1007/BF00940410zbMath0595.90094OpenAlexW2130135183MaRDI QIDQ1078098

B. George

Publication date: 1987

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00940410

zbMATH Keywords

asymptotic expansionsnonnegative matricesgeometric convergencegeneralized eigenvectorscontrolled branching processesmaximal spectral radiuscontrolled Markov chainsasymptotic behavior of dynamic programming recursionsLeontief substitution systemsmaximal indexvalue iteration in undiscounted multichain Markov decision processes

Mathematics Subject Classification ID

Dynamic programming (90C39) Markov and semi-Markov decision processes (90C40)

Related Items (4)

Dynamics of piecewise linear maps and sets of nonnegative matrices ⋮ The operator approach to entropy games ⋮ Generalized eigenvectors and sets of nonnegative matrices ⋮ From max-plus algebra to nonexpansive mappings: A nonlinear theory for discrete event systems.

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