Policy iteration for robust nonstationary Markov decision processes
Author:
Publisher
Springer Science and Business Media LLC
Subject
Control and Optimization
Link
http://link.springer.com/content/pdf/10.1007/s11590-016-1040-6.pdf
Reference16 articles.
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3. Cheevaprawatdomrong, T., Schochetman, I.E., Smith, R.L., Garcia, A.: Solution and forecast horizons for infinite-horizon non-homogeneous Markov decision processes. Math. Oper. Res. 32(1), 51–72 (2007)
4. Garcia, A., Smith, R.L.: Solving nonstationary infinite horizon dynamic optimization problems. J. Math. Anal. Appl. 244, 304–317 (2000)
5. Ghate, A.: Infinite horizon problems. In: Cochran, J.J. (ed.) Wiley encyclopedia of operations research and management science. Wiley, Hoboken (2010)
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