Abstract dynamic programming

MaRDI QIDQ3189557zbMATH OpenFDO

Authors Dimitri P. Bertsekas

Publication date 11 September 2014

zbMATH Keywords

abstract dynamic programmingcontractive modelsmodels with restricted policiesnoncontractive modelssemicontractive models

Mathematics Subject Classification ID

Introductory exposition (textbooks, tutorial papers, etc.) pertaining to operations research and mathematical programming (90-01) Research exposition (monographs, survey articles) pertaining to operations research and mathematical programming (90-02) Dynamic programming (90C39)

Recommendations

• scientific article; zbMATH DE number 7657248
• scientific article; zbMATH DE number 4061056
• Dynamic programming and stochastic control
• Dynamic optimization. Deterministic and stochastic models
• scientific article; zbMATH DE number 1095138

Cited in

(32)

• An online prediction algorithm for reinforcement learning with linear function approximation using cross entropy method
• Optimal continuous stochastic control systems with incomplete feedback: approximate synthesis
• Probabilistically distorted risk-sensitive infinite-horizon dynamic programming
• Infinite horizon optimal policy for an inventory system with two types of product sharing common hardware platforms
• Associative dynamic programs
• Dynamic programming with state-dependent discounting
• Decentralized optimization over tree graphs
• Data-driven optimal control with a relaxed linear program
• A stability result for linear Markovian stochastic optimization problems
• The problem of controlling the linear output of a nonlinear uncontrollable stochastic differential system by the square criterion
• Coase meets Bellman: dynamic programming for production networks
• Robust shortest path planning and semicontractive dynamic programming
• Value iteration and adaptive dynamic programming for data-driven adaptive optimal control design
• scientific article; zbMATH DE number 3843524 (Why is no real title available?)
• ON THE CLASS OF CLOSED DYNAMIC PROGRAMS
• Abstract Dynamic Programming Models under Commutativity Conditions
• scientific article; zbMATH DE number 6931762 (Why is no real title available?)
• Applications of variable discounting dynamic programming to iterated function systems and related problems
• On the correctness of monadic backward induction
• Dynamic programming deconstructed: transformations of the Bellman equation and computational efficiency
• Some limit properties of Markov chains induced by recursive stochastic algorithms
• scientific article; zbMATH DE number 7626790 (Why is no real title available?)
• Randomized linear programming solves the Markov decision problem in nearly linear (sometimes sublinear) time
• Extension of \(\lambda\)-PIR for weakly contractive operators via fixed point theory
• Continuous-time robust dynamic programming
• Regular policies in abstract dynamic programming
• Analyzing approximate value iteration algorithms
• scientific article; zbMATH DE number 7657248 (Why is no real title available?)
• Solving nonlinear and dynamic programming equations on extended \(b\)-metric spaces with the fixed-point technique
• Contractivity of Bellman operator in risk averse dynamic programming with infinite horizon
• Robust and distributionally robust shortest path problems: a survey
• Proximal algorithms and temporal difference methods for solving fixed point problems

This page was built for publication: Abstract dynamic programming

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3189557)