Approximate Gradient Methods in Policy-Space Optimization of Markov Reward Processes

Peter Marbach, John N. Tsitsiklis. Approximate Gradient Methods in Policy-Space Optimization of Markov Reward Processes. Discrete Event Dynamic Systems, 13(1-2):111-148, 2003. [doi]

@article{MarbachT03,
  title = {Approximate Gradient Methods in Policy-Space Optimization of Markov Reward Processes},
  author = {Peter Marbach and John N. Tsitsiklis},
  year = {2003},
  doi = {10.1023/A:1022145020786},
  url = {http://dx.doi.org/10.1023/A:1022145020786},
  tags = {optimization, Markov},
  researchr = {https://researchr.org/publication/MarbachT03},
  cites = {0},
  citedby = {0},
  journal = {Discrete Event Dynamic Systems},
  volume = {13},
  number = {1-2},
  pages = {111-148},
}