• DocumentCode
    829634
  • 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
  • Volume
    24
  • Issue
    3
  • fYear
    1979
  • fDate
    6/1/1979 12:00:00 AM
  • Firstpage
    503
  • Lastpage
    504
  • 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;
  • fLanguage
    English
  • Journal_Title
    Automatic Control, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9286
  • Type

    jour

  • DOI
    10.1109/TAC.1979.1102063
  • Filename
    1102063
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=829634