Discretizing dynamic programs
Author:
Publisher
Springer Science and Business Media LLC
Subject
Applied Mathematics,Management Science and Operations Research,Control and Optimization
Link
http://link.springer.com/content/pdf/10.1007/BF00935190.pdf
Reference7 articles.
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2. Fox, B. L.,Finite-State Approximations to Denumerable-State Dynamic Programs, Journal of Mathematical Analysis and Applications, Vol. 34, No. 3, 1971.
3. Rolph, J. E., andStrauch, R. E.,A Countable Policy Set for Sequential Decision Problems, Annals of Mathematical Statistics, Vol. 43, No. 6, 1972.
4. Kelley, J. L.,General Topology, Van Nostrand, Princeton, New Jersey, 1955.
5. Falk, J. E., andSoland, R. M.,An Algorithm for Separable Nonconvex Programming Problems, Management Science, Vol. 15, No. 9, 1969.
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