Generic rank-one corrections for value iteration in Markovian decision problems

[1]  Dimitri P. Bertsekas,et al.  Dynamic Programming and Optimal Control, Two Volume Set , 1995 .

[2]  Martin L. Puterman,et al.  Markov Decision Processes: Discrete Stochastic Dynamic Programming , 1994 .

[3]  John N. Tsitsiklis,et al.  An Analysis of Stochastic Shortest Path Problems , 1991, Math. Oper. Res..

[4]  D. Bertsekas,et al.  Adaptive aggregation methods for infinite horizon dynamic programming , 1989 .

[5]  John N. Tsitsiklis,et al.  Parallel and distributed computation , 1989 .

[6]  Dimitri P. Bertsekas,et al.  Dynamic Programming: Deterministic and Stochastic Models , 1987 .

[7]  Y. Saad,et al.  GMRES: a generalized minimal residual algorithm for solving nonsymmetric linear systems , 1986 .

[8]  J. Cullum,et al.  A Practical Procedure for Computing Eigenvalues of Large Sparse Nonsymmetric Matrices , 1986 .

[9]  F. R. Gantmakher The Theory of Matrices , 1984 .

[10]  Evan L. Porteus Computing the discounted return in markov and semi‐markov chains , 1981 .

[11]  O. Axelsson Conjugate gradient type methods for unsymmetric and inconsistent systems of linear equations , 1980 .

[12]  M. Puterman,et al.  Modified Policy Iteration Algorithms for Discounted Markov Decision Problems , 1978 .

[13]  Evan L. Porteus,et al.  Technical Note - Accelerated Computation of the Expected Discounted Return in a Markov Chain , 1978, Oper. Res..

[14]  Evan L. Porteus Bounds and Transformations for Discounted Finite Markov Decision Chains , 1975, Oper. Res..

[15]  D. Sworder,et al.  Introduction to stochastic control , 1972 .

[16]  Thomas E. Morton Technical Note - On the Asymptotic Convergence Rate of Cost Differences for Markovian Decision Processes , 1971, Oper. Res..

[17]  Cyrus Derman,et al.  Finite State Markovian Decision Processes , 1970 .

[18]  Peter Lancaster,et al.  The theory of matrices , 1969 .

[19]  R. P. D. L. Barrière Optimal Control Theory , 1967 .

[20]  J. MacQueen A MODIFIED DYNAMIC PROGRAMMING METHOD FOR MARKOVIAN DECISION PROBLEMS , 1966 .

[21]  L. A. Zadeh,et al.  Optimal Pursuit Strategies in Discrete-State Probabilistic Systems , 1962 .

[22]  W. Arnoldi The principle of minimized iterations in the solution of the matrix eigenvalue problem , 1951 .