Infinite-horizon deterministic dynamic programming in discrete time: a monotone convergence principle and a penalty method (Q2836080)
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English | Infinite-horizon deterministic dynamic programming in discrete time: a monotone convergence principle and a penalty method |
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Infinite-horizon deterministic dynamic programming in discrete time: a monotone convergence principle and a penalty method (English)
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7 December 2016
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dynamic programming
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Bellman operator
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fixed point
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value iteration
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penalty method
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