Fitted value function iteration with probability one contractions
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Publication:315623
DOI10.1016/j.jedc.2012.08.003zbMath1345.65043OpenAlexW2002045733MaRDI QIDQ315623
Publication date: 22 September 2016
Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)
Full work available at URL: https://www.cbe.anu.edu.au/researchpapers/econ/wp560.pdf
Numerical mathematical programming methods (65K05) Stochastic programming (90C15) Dynamic programming (90C39) Numerical solutions to equations with nonlinear operators (65J15)
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