Suboptimal Solutions to Dynamic Optimization Problems via Approximations of the Policy Functions

Author:

Gnecco G.,Sanguineti M.

Publisher

Springer Science and Business Media LLC

Subject

Applied Mathematics,Management Science and Operations Research,Control and Optimization

Reference51 articles.

1. Montrucchio, L.: Lipschitz continuous policy functions for strongly concave optimization problems. J. Math. Econ. 16, 259–273 (1987)

2. Bertsekas, D.P., Tsitsiklis, J.: Neuro-Dynamic Programming. Athena Scientific, Belmont (1996)

3. Bertsekas, D.P.: Dynamic Programming and Optimal Control, vol. 2. Athena Scientific, Belmont (2007)

4. Powell, W.B.: Approximate Dynamic Programming—Solving the Curses of Dimensionality. John Wiley & Sons, Hoboken (2007)

5. Bellman, R.: Dynamic Programming. Princeton University Press, Princeton (1957)

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