Uniform convergence of value iteration policies for discounted Markov decision processes

zbMATH Open1136.90042MaRDI QIDQ2467010FDOQ2467010

Authors: Daniel Cruz-Suárez, Raúl Montes-de-Oca 

Publication date: 18 January 2008

Published in: Boletín de la Sociedad Matemática Mexicana. Third Series (Search for Journal in Brave)

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Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40) Optimal stochastic control (93E20)

Cited In (14)

• Simulation‐based Uniform Value Function Estimates of Markov Decision Processes
• A stopping rule for discounted Markov decision processes with finite action sets
• Nonuniqueness versus uniqueness of optimal policies in convex discounted Markov decision processes
• Pointwise approximations of discounted Markov decision processes to optimal policies
• Identification of optimal policies in Markov decision processes
• An empirical study of policy convergence in Markov decision process value iteration
• On the Convergence of Policy Iteration in Finite State Undiscounted Markov Decision Processes: The Unichain Case
• Suboptimality of the value iteration policies in discounted linear-quadratic models
• The convergence of value iteration in discounted Markov decision processes
• A Lyapunov-based version of the value iteration algorithm formulated as a discrete-time switched affine system
• Convergence Properties of Policy Iteration
• Title not available (Why is that?)
• Convergence in unconstrained discrete-time differential dynamic programming
• A Note on the Convergence of Policy Iteration in Markov Decision Processes with Compact Action Spaces

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