A mixed value and policy iteration method for stochastic control with universally measurable policies
Huizhen Yu; Dimitri P. Bertsekas
| Year of publication: |
2015
|
|---|---|
| Authors: | Yu, Huizhen ; Bertsekas, Dimitri P. |
| Published in: |
Mathematics of operations research. - Catonsville, MD : INFORMS, ISSN 0364-765X, ZDB-ID 195683-8. - Vol. 40.2015, 4, p. 926-968
|
| Subject: | discrete-time stochastic control | Borel spaces Markov decision process | total cost criteria | measurability | value iteration | policy iteration | convergence | Stochastischer Prozess | Stochastic process | Markov-Kette | Markov chain | Kontrolltheorie | Control theory | Entscheidung | Decision |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011409000