A Mixed Value and Policy Iteration Method for Stochastic Control with Universally Measurable Policies
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Publication:3465941
DOI10.1287/moor.2014.0704zbMath1329.90157arXiv1308.3814OpenAlexW2126905415MaRDI QIDQ3465941
Huizhen Yu, Dimitri P. Bertsekas
Publication date: 29 January 2016
Published in: Mathematics of Operations Research (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1308.3814
convergencemeasurabilitypolicy iterationvalue iterationdiscrete-time stochastic controlBorel spaces Markov decision processtotal cost criteria
Dynamic programming (90C39) Optimal stochastic control (93E20) Markov and semi-Markov decision processes (90C40)
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