(Approximate) iterated successive approximations algorithm for sequential decision processes
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Publication:378751
DOI10.1007/s10479-012-1073-xzbMath1274.90469MaRDI QIDQ378751
Uriel G. Rothblum, Pelin G. Canbolat
Publication date: 12 November 2013
Published in: Annals of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10479-012-1073-x
successive approximations; Markov decision chains; modified policy iteration; sequential decision processes
90C59: Approximation methods and heuristics in mathematical programming
90C40: Markov and semi-Markov decision processes
Related Items
Q-learning and policy iteration algorithms for stochastic shortest path problems, Discounted Markov decision processes with fuzzy costs
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