On the speed of convergence of value iteration on stochastic shortest-path problems

Mathematics of Operations Research

Volumn 32, Issue 2, 2007, Pages 365-373

  Bonet, Blai ^a  

^a UNIVERSIDAD SIMÓN BOLÍVAR   (Venezuela)

Author keywords

Markov decision processes; Stochastic shortest path problems; Value iteration

Indexed keywords

ALGORITHMS; CONVERGENCE OF NUMERICAL METHODS; POLYNOMIALS; RANDOM PROCESSES; VECTORS;

MARKOV DECISION PROCESSES; STOCHASTIC SHORTEST PATH PROBLEMS;

PROBLEM SOLVING;

EID: 38549129333     PISSN: 0364765X     EISSN: 15265471     Source Type: Journal    
DOI: 10.1287/moor.1060.0238     Document Type: Article

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