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

DOI10.1007/978-3-319-10705-9_48MaRDI QIDQ5264875zbMATH OpenOpenAlexFDO

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

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10)

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Cites work

• scientific article; zbMATH DE number 3126094 (Why is no real title available?)
• scientific article; zbMATH DE number 3148886 (Why is no real title available?)
• scientific article; zbMATH DE number 3150211 (Why is no real title available?)
• Algorithms for Stochastic Games with Geometrical Interpretation
• An efficient policy iteration algorithm for dynamic programming equations
• An optimal one-way multigrid algorithm for discrete-time stochastic control
• Convergence Properties of Policy Iteration
• On the Convergence of Policy Iteration in Stationary Dynamic Programming
• Optimal control and viscosity solutions of Hamilton-Jacobi-Bellman equations
• Some Convergence Results for Howard's Algorithm

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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