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Approximation of Bellman's function by piecewise constant functions - MaRDI portal

Approximation of Bellman's function by piecewise constant functions

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Publication:3854237

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DOI10.1016/0041-5553(78)90072-1zbMath0421.49028OpenAlexW2093480195MaRDI QIDQ3854237

Ye. N. Orel

Publication date: 1979

Published in: USSR Computational Mathematics and Mathematical Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0041-5553(78)90072-1

zbMATH Keywords

approximation Bellman function piecewise constant functions multi-step game

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20)

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