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A set of successive approximation methods for discounted Markovian decision problems

โœ Scribed by J. A. E. E. van Nunen


Publisher
Springer
Year
1976
Tongue
English
Weight
271 KB
Volume
20
Category
Article
ISSN
0340-9422

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Successive approximation methods for the
โœ S.K. Mitter ๐Ÿ“‚ Article ๐Ÿ“… 1966 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 801 KB

IN THIS paper we present some successive approximation methods for the solution of a general class of optimal control problems. The class of problems considered is known as the Bolxa Problem in the Calculus of Variations [l]. The algorithms considered are extensions of the gradient methods due to KE