Related DatabasesWeb of Science You must be logged in with an active subscription to view this.Article DataHistorySubmitted: 24 August 2020Accepted: 28 January 2021Published online: 08 April 2021Keywordslinear quadratic problem, overtaking optimal control, controllabilityAMS Subject Headings49J15, 49N10, 93B05Publication DataISSN (print): 0363-0129ISSN (online): 1095-7138Publisher: Society for ...

This article extends the evolutionary policy selection algorithm of Chang et al. (2005, 2007), which was designed for use in infinite horizon Markov decision processes (MDPs) with a large action space to a discrete stochastic optimization problem, in an algorithm called Evolutionary Policy Iteration-Monte Carlo (EPI-MC). EPI-MC allows EPI to be used in a setting with a finite decision (action) ...

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