Value set iteration for Markov decision processes

DOI10.1016/J.AUTOMATICA.2014.05.009zbMATH Open1296.93207OpenAlexW4251216676MaRDI QIDQ459022FDOQ459022

Authors Hyeong Soo Chang

Publication date 8 October 2014

Published in Automatica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.automatica.2014.05.009

zbMATH Keywords

dynamic programmingconstrained optimizationvalue iterationMarkov decision processes

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20)

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Cites work

• scientific article; zbMATH DE number 3128787 (Why is no real title available?)
• scientific article; zbMATH DE number 1321699 (Why is no real title available?)
• scientific article; zbMATH DE number 700091 (Why is no real title available?)
• A Stochastic Approximation Framework for a Class of Randomized Optimization Algorithms
• A survey of computational complexity results in systems and control
• Accelerating Procedures of the Value Iteration Algorithm for Discounted Markov Decision Processes, Based on a One-Step Lookahead Analysis
• Accelerating the convergence of value iteration by using partial transition functions
• Acceleration Operators in the Value Iteration Algorithms for Markov Decision Processes
• Approximate dynamic programming. Solving the curses of dimensionality
• Notes on the Scenario Design Approach
• Policy set iteration for Markov decision processes
• Random convex programs
• Simulation-based algorithms for Markov decision processes
• The Scenario Approach to Robust Control Design

Cited in

(4)

• A note on generalized second-order value iteration in Markov decision processes
• Technical note -- cyclic variables and Markov decision processes
• Policy set iteration for Markov decision processes
• Value set iteration for two-person zero-sum Markov games

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