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Further developments in the new approach to boundary condition iteration in optimal control

โœ Scribed by Rein Luus


Publisher
John Wiley and Sons
Year
2010
Tongue
English
Weight
636 KB
Volume
79
Category
Article
ISSN
0008-4034

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โœ Rolando Cavazos-Cadena ๐Ÿ“‚ Article ๐Ÿ“… 1998 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 124 KB

This work concerns average Markov decision chains with denumerable state space. Assuming that the Lyapunov function condition holds, it is shown that the value iteration scheme yields convergent approximations to the solution of the average cost optimality equation. This result is obtained using a p