10.3.2 Solution Techniques

Straightforward adaptations of the value and policy iteration methods of Section 10.2 exist for infinite-horizon problems. These will be presented here; however, it is important to note that many other important issues exist regarding their convergence and numerical stability [96]. There are several other variants of these algorithms that are too involved to cover here but nevertheless are important because they address many of these additional issues. The main point in this section is to understand the simple relationship to the problems considered so far in Sections 10.1 and 10.2.