Illustrated review of convergence conditions of the value iteration algorithm and the rolling horizon procedure for average-cost MDPs

Eugenio Della Vecchia, Silvia Di Marco, Alain Jean-Marie. Illustrated review of convergence conditions of the value iteration algorithm and the rolling horizon procedure for average-cost MDPs. Annals OR, 199(1):193-214, 2012. [doi]

Abstract

Abstract is missing.