# 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} }

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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