Infinite-horizon deterministic dynamic programming in discrete time: a monotone convergence principle and a penalty method (Q2836080)
From MaRDI portal
| This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Infinite-horizon deterministic dynamic programming in discrete time: a monotone convergence principle and a penalty method |
scientific article; zbMATH DE number 6661947
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Infinite-horizon deterministic dynamic programming in discrete time: a monotone convergence principle and a penalty method |
scientific article; zbMATH DE number 6661947 |
Statements
Infinite-horizon deterministic dynamic programming in discrete time: a monotone convergence principle and a penalty method (English)
0 references
7 December 2016
0 references
dynamic programming
0 references
Bellman operator
0 references
fixed point
0 references
value iteration
0 references
penalty method
0 references