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Illustrated review of convergence conditions of the value iteration algorithm and the rolling horizon procedure for average-cost MDPs

Eugenio Della Vecchia, Silvia Di Marco and Alain Jean-Marie
Annals of Operations Research 199 (1) 193 (2012)
DOI: 10.1007/s10479-012-1070-0
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A Spectral Theorem for Convex Monotone Homogeneous Maps

Marianne Akian and Stéphane Gaubert
IFAC Proceedings Volumes 34 (13) 867 (2001)
DOI: 10.1016/S1474-6670(17)39104-8
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Spectral theorem for convex monotone homogeneous maps, and ergodic control

Marianne Akian and Stéphane Gaubert
Nonlinear Analysis: Theory, Methods & Applications 52 (2) 637 (2003)
DOI: 10.1016/S0362-546X(02)00170-0
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