Open Problem—Convergence and Asymptotic Optimality of the Relative Value Iteration in Ergodic Control

Q1 Mathematics Stochastic Systems Pub Date : 2019-09-17 DOI:10.1287/stsy.2019.0040
A. Arapostathis
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引用次数: 2

Abstract

The relative value iteration scheme (RVI) for Markov decision processes (MDP) dates back to White (1963), a seminal work, which introduced an algorithm for solving the ergodic dynamic programming e...
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开放问题——遍历控制中相对值迭代的收敛性和渐近最优性
马尔可夫决策过程(MDP)的相对值迭代方案(RVI)可以追溯到White(1963),这是一项开创性的工作,该工作引入了一种求解遍历动态规划问题的算法。
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来源期刊
Stochastic Systems
Stochastic Systems Decision Sciences-Statistics, Probability and Uncertainty
CiteScore
3.70
自引率
0.00%
发文量
18
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