Dynamic Programming Deconstructed: Transformations of the Bellman Equation and Computational Efficiency (Q5031647): Difference between revisions

Latest revision as of 15:41, 30 December 2024

scientific article; zbMATH DE number 7474573

Language	Label	Description	Also known as
English	Dynamic Programming Deconstructed: Transformations of the Bellman Equation and Computational Efficiency	scientific article; zbMATH DE number 7474573

Statements

instance of

scholarly article

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title

Dynamic Programming Deconstructed: Transformations of the Bellman Equation and Computational Efficiency (English)

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16 February 2022

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full work available at URL

https://arxiv.org/abs/1811.01940

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zbMATH Keywords

Markov

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optimization

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dynamic programming

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optimality

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computational efficiency

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describes a project that uses

Stony Brook

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MaRDI profile type

MaRDI publication profile

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cites work

Stochastic optimal growth model with risk sensitive preferences

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Q3241581

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Q2925454

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Q3189557

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Q-Learning and Enhanced Policy Iteration in Discounted Dynamic Programming

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Convex dynamic programming with (bounded) recursive utility

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Robustness

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Robust Dynamic Programming

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Q2794334

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Unique solutions for stochastic recursive utilities

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Optimal Stopping in a Partially Observable Markov Process with Costly Information

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Q3096132

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Q3378055

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Approximate Dynamic Programming

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Action Elimination Procedures for Modified Policy Iteration Algorithms

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Optimal Replacement of GMC Bus Engines: An Empirical Model of Harold Zurcher

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Q4369442

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Risk-averse dynamic programming for Markov decision processes

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Q3499247

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Identifiers

zbMATH Open document ID

1485.90145

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Mathematics Subject Classification ID

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10.1287/OPRE.2020.2006

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Sitelinks

Mathematics(1 entry)

mardi Publication:5031647

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@@ Property / cites work @@
+Q2925454
@@ Property / cites work: Q2925454 / rank @@
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@@ Property / cites work @@
+Q3189557
@@ Property / cites work: Q3189557 / rank @@
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@@ Property / cites work @@
+Q-Learning and Enhanced Policy Iteration in Discounted Dynamic Programming
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@@ Property / cites work @@
+Convex dynamic programming with (bounded) recursive utility
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@@ Property / cites work @@
+Robustness
@@ Property / cites work: Robustness / rank @@
+Normal rank
@@ Property / cites work @@
+Robust Dynamic Programming
@@ Property / cites work: Robust Dynamic Programming / rank @@
+Normal rank
@@ Property / cites work @@
+Q2794334
@@ Property / cites work: Q2794334 / rank @@
+Normal rank
@@ Property / cites work @@
+Unique solutions for stochastic recursive utilities
+Normal rank
@@ Property / cites work @@
+Optimal Stopping in a Partially Observable Markov Process with Costly Information
+Normal rank
@@ Property / cites work @@
+Q3096132
@@ Property / cites work: Q3096132 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3378055
@@ Property / cites work: Q3378055 / rank @@
+Normal rank
@@ Property / cites work @@
+Approximate Dynamic Programming
@@ Property / cites work: Approximate Dynamic Programming / rank @@
+Normal rank
@@ Property / cites work @@
+Action Elimination Procedures for Modified Policy Iteration Algorithms
+Normal rank
@@ Property / cites work @@
+Optimal Replacement of GMC Bus Engines: An Empirical Model of Harold Zurcher
+Normal rank
@@ Property / cites work @@
+Q4369442
@@ Property / cites work: Q4369442 / rank @@
+Normal rank
@@ Property / cites work @@
+Risk-averse dynamic programming for Markov decision processes
+Normal rank
@@ Property / cites work @@
+Q3499247
@@ Property / cites work: Q3499247 / rank @@
+Normal rank
@@ Property / DOI @@
+.1287/OPRE.2020.2006
@@ Property / DOI: 10.1287/OPRE.2020.2006 / rank @@
+Normal rank