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Discrete versions of an algorithm due to Varaiya
Journal article   Peer reviewed

Discrete versions of an algorithm due to Varaiya

J. Popyack, R. Brown and C. White
IEEE transactions on automatic control, v 24(3), pp 503-504
01 Jun 1979

Abstract

Artificial intelligence Convergence Cost function Differential equations Jamming
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.

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