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]

Authors

Eugenio Della Vecchia

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Silvia Di Marco

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Alain Jean-Marie

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