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A Class of Decision Processes Showing Policy-Improvement/Newton–Raphson Equivalence
Published online by Cambridge University Press: 27 July 2009
Abstract
A condition expressed in Eq. (7) is given which, with one simplifying regularity condition, ensures that the policy-improvement algorithm is equivalent to application of the Newton–Raphson algorithm to an optimality condition. It is shown that this condition covers the two known cases of such equivalence, and another example is noted. The condition is believed to be necessary to within transformations of the problem, but this has not been proved.
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- Probability in the Engineering and Informational Sciences , Volume 3 , Issue 3 , July 1989 , pp. 397 - 403
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- Copyright © Cambridge University Press 1989
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