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  • Search: subject:"asymptotic linear programming"
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Markov decision processes 2 asymptotic linear programming 2 singular perturbations 2
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Undetermined 2
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Article 2
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Undetermined 2
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Altman, Eitan 2 Avrachenkov, Konstantin E. 2 Filar, Jerzy A. 2
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Computational Statistics 1 Mathematical Methods of Operations Research 1
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RePEc 2
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Asymptotic linear programming and policy improvement for singularly perturbed Markov decision processes
Altman, Eitan; Avrachenkov, Konstantin E.; Filar, Jerzy A. - In: Mathematical Methods of Operations Research 49 (1999) 1, pp. 97-109
of the perturbation parameter that are sufficiently small. Our algorithms are based on Jeroslow's Asymptotic Linear … Programming. Copyright Springer-Verlag Berlin Heidelberg 1999 …
Persistent link: https://www.econbiz.de/10010949977
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Cover Image
Asymptotic linear programming and policy improvement for singularly perturbed Markov decision processes
Altman, Eitan; Avrachenkov, Konstantin E.; Filar, Jerzy A. - In: Computational Statistics 49 (1999) 1, pp. 97-109
of the perturbation parameter that are sufficiently small. Our algorithms are based on Jeroslow's Asymptotic Linear … Programming. Copyright Springer-Verlag Berlin Heidelberg 1999 …
Persistent link: https://www.econbiz.de/10010759191
Saved in:
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