A New Value Iteration method for the Average Cost Dynamic Programming Problem
نویسندگان
چکیده
منابع مشابه
A New Value Iteration Method for the Average Cost Dynamic Programming Problem∗
We propose a new value iteration method for the classical average cost Markovian decision problem, under the assumption that all stationary policies are unichain and that, furthermore, there exists a state that is recurrent under all stationary policies. This method is motivated by a relation between the average cost problem and an associated stochastic shortest path problem. Contrary to the st...
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ژورنال
عنوان ژورنال: SIAM Journal on Control and Optimization
سال: 1998
ISSN: 0363-0129,1095-7138
DOI: 10.1137/s0363012995291609