An Optimal Approximate Dynamic Programming Algorithm for Concave, Scalar Storage Problems With Vector-Valued Controls

DOI10.1109/TAC.2013.2272973zbMath1369.49035OpenAlexW2050419288MaRDI QIDQ5353422

Warren B. Powell, Juliana Nascimento

Publication date: 8 September 2017

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tac.2013.2272973

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Stochastic programming (90C15) Dynamic programming (90C39)

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