Dynamic programming with value convexity

DOI10.1016/J.AUTOMATICA.2021.109641zbMath1486.90205OpenAlexW3153232464MaRDI QIDQ2665320

John Stachurski, Guanlong Ren

Publication date: 19 November 2021

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.automatica.2021.109641

zbMATH Keywords

dynamic programmingambiguityrecursive preferences

Mathematics Subject Classification ID

Discrete-time Markov processes on general state spaces (60J05) Dynamic programming in optimal control and differential games (49L20) Discrete-time control/observation systems (93C55) Dynamic programming (90C39) Markov and semi-Markov decision processes (90C40)

Related Items (1)

An approximation approach to dynamic programming with unbounded returns

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