Title :
Discrete versions of an algorithm due to Varaiya
Author :
Popyack, Jeffrey L. ; Brown, R. Leonard ; White, Chelsea C.
Author_Institution :
University of Virginia, Charlottesville, VA, USA
fDate :
6/1/1979 12:00:00 AM
Abstract :
In this correspondence, we present a discrete formulation of an algorithm proposed by Varaiya for the expected average cost per unit time Markov decision problem, a method for selecting an important parameter, some techniques for improving the discrete algorithm, and results of a numerical comparison with other algorithms.
Keywords :
Markov processes; Optimal stochastic control; Stochastic optimal control; Artificial intelligence; Convergence; Cost function; Differential equations; Jamming;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1979.1102063
