The Value Iteration Algorithm in Risk-Sensitive Average Markov Decision Chains with Finite State Space
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Publication:5704149
DOI10.1287/moor.28.4.752.20515zbMath1082.90125MaRDI QIDQ5704149
Rolando Cavazos-Cadena, Raúl Montes-De-oca
Publication date: 11 November 2005
Published in: Mathematics of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/moor.28.4.752.20515
Schweitzer's transformation; Successive approximations method; risk-sensitive average optimality equation; stopping rule for the value iteration scheme
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