A new policy iteration scheme for Markov decision processes using Schweitzer's formula
From MaRDI portal
Publication:4296391
DOI10.2307/3215254zbMath0796.60074OpenAlexW4245522021MaRDI QIDQ4296391
Publication date: 20 September 1994
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/3215254
Markov chainsMarkov decision processespolicy iterationfinite-state Markov chainssteady-state probabilitiesfundamental matricesperturbation theory of Markov chains
Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Markov and semi-Markov decision processes (90C40)
Related Items