A new algorithm for the continuous dynamic programming

MaRDI QIDQ4900819zbMATH OpenFDO

Authors Peng Zhang

Publication date 24 January 2013

zbMATH Keywords

biconvergent methoddiscrete approximate iteration methoddynamic programming

Mathematics Subject Classification ID

Dynamic programming (90C39)

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• A convex optimization approach to dynamic programming in continuous state and action spaces

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