Geometric asymptotic approximation of value functions

DOI10.2202/1935-1704.1532MaRDI QIDQ3573093zbMATH OpenOpenAlexFDO

Authors Axel Anderson

Publication date 30 June 2010

Published in The B.E. Journal of Theoretical Economics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2202/1935-1704.1532

zbMATH Keywords

learningstochastic dynamic programmingvalue function approximation

Mathematics Subject Classification ID

Stochastic programming (90C15) Dynamic programming (90C39) Decision theory (91B06) Economic dynamics (91B55)

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Cited in

(1)

• Geometric Upper Bounds on Rates of Variable-Basis Approximation

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