Asymptotic expansions for dynamic programming recursions with general nonnegative matrices
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Publication:1078098
DOI10.1007/BF00940410zbMath0595.90094MaRDI QIDQ1078098
Publication date: 1987
Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)
asymptotic expansions; nonnegative matrices; geometric convergence; generalized eigenvectors; controlled branching processes; maximal spectral radius; controlled Markov chains; asymptotic behavior of dynamic programming recursions; Leontief substitution systems; maximal index; value iteration in undiscounted multichain Markov decision processes