Gradient-bounded dynamic programming for submodular and concave extensible value functions with probabilistic performance guarantees

DOI10.1016/j.automatica.2021.109897zbMath1482.90235arXiv2006.02910OpenAlexW3205587296MaRDI QIDQ2059319

Kostas Margellos, Denis Lebedev, Paul J. Goulart

Publication date: 14 December 2021

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2006.02910

zbMATH Keywords

function approximationdual dynamic programmingreal-time operations in transportation

Mathematics Subject Classification ID

Stochastic programming (90C15) Transportation, logistics and supply chain management (90B06) Dynamic programming (90C39)

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