An Accelerated Value/Policy Iteration Scheme for Optimal Control Problems and Games

DOI10.1007/978-3-319-10705-9_48zbMATH Open1328.65142OpenAlexW625463455MaRDI QIDQ5264875FDOQ5264875

Alessandro Alla, M. Falcone, Dante Kalise

Publication date: 28 July 2015

Published in: Lecture Notes in Computational Science and Engineering (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-10705-9_48

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10)

Cites Work

• Title not available (Why is that?)
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• Some Convergence Results for Howard's Algorithm
• Optimal control and viscosity solutions of Hamilton-Jacobi-Bellman equations
• An Efficient Policy Iteration Algorithm for Dynamic Programming Equations
• An optimal one-way multigrid algorithm for discrete-time stochastic control
• On the Convergence of Policy Iteration in Stationary Dynamic Programming
• Convergence Properties of Policy Iteration
• Algorithms for Stochastic Games with Geometrical Interpretation

Cited In (2)

• Acceleration Operators in the Value Iteration Algorithms for Markov Decision Processes
• A novel use of value iteration for deriving bounds for threshold and switching curve optimal policies

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