Stabilizing policy improvement for large-scale infinite-horizon dynamic programming

DOI10.1137/060653305MaRDI QIDQ3561166zbMATH OpenOpenAlexFDO

Authors Michael A. Saunders, Michael J. O'Sullivan

Publication date 25 May 2010

Published in SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/060653305

zbMATH Keywords

dynamic programmingnumerical stabilitypolicy improvementrank-revealing LU

Mathematics Subject Classification ID

Linear equations (linear algebraic aspects) (15A06) Dynamic programming in optimal control and differential games (49L20) Computational methods for sparse matrices (65F50) Fuzzy and other nonstochastic uncertainty mathematical programming (90C70) Stochastic systems in control theory (general) (93E03)

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Cited in

(1)

• scientific article; zbMATH DE number 1753153 (Why is no real title available?)

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