Solving Ergodic Markov Decision Processes and Perfect Information Zero-sum Stochastic Games by Variance Reduced Deflated Value Iteration

Marianne Akian, Stéphane Gaubert, Zheng Qu, Omar Saadi. Solving Ergodic Markov Decision Processes and Perfect Information Zero-sum Stochastic Games by Variance Reduced Deflated Value Iteration. In 58th IEEE Conference on Decision and Control, CDC 2019, Nice, France, December 11-13, 2019. pages 5963-5970, IEEE, 2019. [doi]

Abstract

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