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Multiply Accelerated Value Iteration for NonSymmetric Affine Fixed Point Problems and Application to Markov Decision Processes

Marianne Akian, Stéphane Gaubert, Zheng Qu 0001, Omar Saadi. Multiply Accelerated Value Iteration for NonSymmetric Affine Fixed Point Problems and Application to Markov Decision Processes. SIAM J. Matrix Analysis Applications, 43(1):199-232, 2022. [doi]

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