An Accelerated Value/Policy Iteration Scheme for Optimal Control Problems and Games
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Publication:5264875
DOI10.1007/978-3-319-10705-9_48zbMATH Open1328.65142OpenAlexW625463455MaRDI QIDQ5264875FDOQ5264875
Authors: 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
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Cites Work
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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
- Title not available (Why is that?)
- Convergence Properties of Policy Iteration
- Algorithms for Stochastic Games with Geometrical Interpretation
Cited In (4)
- 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
- Policy Iteration and the Max-Plus Finite Element Method
- An efficient policy iteration algorithm for dynamic programming equations
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