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]

@inproceedings{AkianGQS19,
  title = {Solving Ergodic Markov Decision Processes and Perfect Information Zero-sum Stochastic Games by Variance Reduced Deflated Value Iteration},
  author = {Marianne Akian and Stéphane Gaubert and Zheng Qu and Omar Saadi},
  year = {2019},
  doi = {10.1109/CDC40024.2019.9029885},
  url = {https://doi.org/10.1109/CDC40024.2019.9029885},
  researchr = {https://researchr.org/publication/AkianGQS19},
  cites = {0},
  citedby = {0},
  pages = {5963-5970},
  booktitle = {58th IEEE Conference on Decision and Control, CDC 2019, Nice, France, December 11-13, 2019},
  publisher = {IEEE},
}