A Class of Decision Processes Showing Policy-Improvement/Newton–Raphson Equivalence

DOI10.1017/S0269964800001261zbMATH Open1134.90533MaRDI QIDQ3415941FDOQ3415941

Authors: Peter Whittle 

Publication date: 19 January 2007

Published in: Probability in the Engineering and Informational Sciences (Search for Journal in Brave)

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Mathematics Subject Classification ID

Generalized linear models (logistic models) (62J12) Markov and semi-Markov decision processes (90C40)

Cites Work

• Risk-sensitive linear/quadratic/gaussian control

Cited In (3)

• Policy Improvement and the Newton-Raphson Algorithm
• Policy Improvement and the Newton–Raphson Algorithm for Renewal Reward Processes
• Policy iteration and Newton-Raphson methods for Markov decision processes under average cost criterion

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