Geometric Asymptotic Approximation of Value Functions

DOI10.2202/1935-1704.1532zbMath1192.91077OpenAlexW2109889889MaRDI QIDQ3573093

Axel Anderson

Publication date: 30 June 2010

Published in: The B.E. Journal of Theoretical Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2202/1935-1704.1532

zbMATH Keywords

learningstochastic dynamic programmingvalue function approximation

Mathematics Subject Classification ID

Decision theory (91B06) Stochastic programming (90C15) Dynamic programming (90C39) Economic dynamics (91B55)

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