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A recursive algorithm in Markovian decision processes. (English. Russian original) Zbl 0517.90089

Cybernetics 18, 499-506 (1983); translation from Kibernetika 1982, No. 4, 84-89 (1982).

MSC:

90C40 Markov and semi-Markov decision processes
65K05 Numerical mathematical programming methods
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References:

[1] H. Mine and S. Osaki, Markovian Decision Processes, Am. Elsevier, New York (1970). · Zbl 0209.51601
[2] V. V. Baranov, ?Recursive algorithms for adaptive control in stochastic systems,? Kibernetika, No. 6, 88?94 (1981).
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