Nonstationary value iteration in controlled Markov chains with risk-sensitive average criterion
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Publication:5476137
DOI10.1239/jap/1134587805zbMath1105.90101MaRDI QIDQ5476137
Rolando Cavazos-Cadena, Raúl Montes-De-oca
Publication date: 29 June 2006
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1239/jap/1134587805
Birkhoff's contraction coefficient; Schweitzer's transformation; approximate solution to the optimality equation; nonstationary successive approximations algorithm
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