A Cost-Shaping Linear Program for Average-Cost Approximate Dynamic Programming with Performance Guarantees

DOI10.1287/moor.1060.0208zbMath1278.90422OpenAlexW2111753883MaRDI QIDQ5387999

Benjamin van Roy, Daniela Pucci de Farias

Publication date: 27 May 2008

Published in: Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/7c6d3f1902d05aa33fe7042b41ec87d8ad7125db

zbMATH Keywords

linear programmingaverage costapproximate dynamic programming

Mathematics Subject Classification ID

Linear programming (90C05) Dynamic programming (90C39)

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