Multiply accelerated value iteration for non-symmetric affine fixed point problems and application to Markov decision processes

Published in SIAM Journal on Matrix Analysis and Applications 43(1), 199-232, 2022

Recommended citation: Marianne Akian, Stephane Gaubert, Zheng Qu and Omar Saadi. (2022). "Multiply accelerated value iteration for non-symmetric affine fixed point problems and application to Markov decision processes." SIAM Journal on Matrix Analysis and Applications 43(1), 199-232.
Download Paper