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

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

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Article ID: iaor19961040
Country: Netherlands
Volume: 17
Issue: 3
Start Page Number: 111
End Page Number: 119
Publication Date: Apr 1995
Journal: Operations Research Letters
Authors:
Keywords: programming: dynamic
Abstract:

Given a linear iteration of the form x

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