Convergence Properties of Policy Iteration

DOI10.1137/S0363012902399824zbMath1134.90530OpenAlexW2061508005WikidataQ56813305 ScholiaQ56813305MaRDI QIDQ4652513

John Rust, Manuel S. Santos

Publication date: 28 February 2005

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s0363012902399824

zbMATH Keywords

complexitypolicy iterationcomputational costmethod of successive approximationsquadratic and superlinear convergence

Mathematics Subject Classification ID

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