A fully adaptive framework for continuous-state stochastic dynamic programming

DOI10.1016/J.COR.2025.107160MaRDI QIDQ6891394zbMATH OpenFDO

Authors Huiyuan Fan, Prashant K. Tarun, Amith Viswanatha, Victoria Chen

Publication date 2 December 2025

Published in Computers \& Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.COR.2025.107160

zbMATH Keywords

approximate dynamic programmingcontinuous state spacesequential explorationvalue function approximation

Mathematics Subject Classification ID

Operations research and management science (90Bxx)

Cites work

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