A set of successive approximation methods for discounted Markovian decision problems

@article{Nunen1976ASO,
  title={A set of successive approximation methods for discounted Markovian decision problems},
  author={J. Nunen},
  journal={Zeitschrift f{\"u}r Operations Research},
  year={1976},
  volume={20},
  pages={203-208}
}
  • J. Nunen
  • Published 1976
  • Mathematics, Computer Science
  • Zeitschrift für Operations Research
  • SummaryA method of successive approximations for discountedMarkovian decision problems is described byMacQueen [1966]. This paper presents a set of methods includingMacQueen's improved version of the standard dynamic programming iterative scheme. While furthermore, by the fact that we used a somewhat different approach, the physical meaning of some aspects of the successive approximation methods will probably be more transparent. Some numerical results will be given.ZusammenfassungFür… CONTINUE READING
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