A set of successive approximation methods for discounted Markovian decision problems

  title={A set of successive approximation methods for discounted Markovian decision problems},
  author={Jo van Nunen},
  journal={Math. Meth. of OR},
A method of successive approximations for discounted Markovian decision problems is described by MacQueen [1966]. This paper presents a set of methods including MacQueen'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. 

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