Analyzing Approximate Value Iteration Algorithms

DOI10.1287/moor.2021.1202zbMath1501.90106arXiv1709.04673OpenAlexW4206456530MaRDI QIDQ5868951

Shalabh Bhatnagar, Arunselvan Ramaswamy

Publication date: 26 September 2022

Published in: Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1709.04673

zbMATH Keywords

approximate value iterationdynamical systems viewpointfixed-point theory for set-valued functionsLyapunov function-based stabilityset-valued stochastic approximation algorithms

Mathematics Subject Classification ID

Dynamic programming (90C39) Set-valued operators (47H04) Stochastic approximation (62L20) Markov and semi-Markov decision processes (90C40)

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