On the Convergence of Policy Iteration in Stationary Dynamic Programming

DOI10.1287/moor.4.1.60zbMath0411.90072MaRDI QIDQ4198357

Shelby Brumelle, Martin L. Puterman

Publication date: 1979

Published in: Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/moor.4.1.60

zbMATH Keywords

rate of convergence; error bounds; compact action space; programming in abstract spaces; policy iteration method; partially ordered normed linear spaces; finite state Markovian decision problem; Newton-Kantorovich iteration procedure; stationary dynamic programming

Mathematics Subject Classification ID

90C47: Minimax problems in mathematical programming

49M15: Newton-type methods

46B99: Normed linear spaces and Banach spaces; Banach lattices

90C39: Dynamic programming

90C48: Programming in abstract spaces

90C40: Markov and semi-Markov decision processes

41A25: Rate of convergence, degree of approximation

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