Arruda, Edilson F.; Ourique, Fabrício O.; LaCombe, Jason; … - In: European Journal of Operational Research 229 (2013) 1, pp. 190-198
This work proposes an algorithm that makes use of partial information to improve the convergence properties of the value iteration algorithm in terms of the overall computational complexity. The algorithm iterates on a series of increasingly refined approximate models that converges to the true...