Block-successive approximation for a discounted Markov decision model
نویسندگان
چکیده
منابع مشابه
Improved successive approximation methods for discounted Markov decision processes
Successive Approximation (S.A.) methods, for solving discounted Markov decision problems, have been developed to avoid the extensive computations that are connected with linear programming and policy iteration techniques for solving large scaled problems. Several authors give such an S.A. algorithm. In this paper we introduce some new algorithms while furthermore it will be shown how the severa...
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ژورنال
عنوان ژورنال: Stochastic Processes and their Applications
سال: 1985
ISSN: 0304-4149
DOI: 10.1016/0304-4149(85)90046-8