When the state space becomes large, traditional techniques, such as the backward dynamic programming algorithm (i.e., backward induction or value iteration), may no longer be effective in finding a ...

Zhaolu Tian, Tongyang Xu, An SOR-Type Algorithm Based on IO Iteration for Solving Coupled Discrete Markovian Jump Lyapunov Equations, Filomat, Vol. 35, No. 11 (2021), pp. 3781-3799 ...