Discretizing dynamic programs

DOI10.1007/BF00935190zbMath0241.90060MaRDI QIDQ2553911

Yanyan Li

Publication date: 1973

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Mathematics Subject Classification ID

Nonlinear programming (90C30) Hamilton-Jacobi theories (49L99)

Related Items (5)

Optimization of spare parts for hierarchically decomposable systems ⋮ ERROR ANALYSIS OF AN APPROXIMATE OPTIMAL POLICY FOR AN INVENTORY SYSTEM WITH STOCHASTIC AND CONTINUOUS DEMANDS ⋮ A constructive geometrical approach to the uniqueness of Markov stationary equilibrium in stochastic games of intergenerational altruism ⋮ Stability, prediction-correction, and dynamic programming ⋮ Shape-preserving computation in economic growth models

Cites Work

• Nonlinear programming: Global use of the Lagrangian
• Finite-state approximations to denumerable-state dynamic programs
• Contraction Mappings in the Theory Underlying Dynamic Programming
• An Algorithm for Separable Nonconvex Programming Problems
• A Countable Policy Set for Sequential Decision Problems

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