Infinite-horizon deterministic dynamic programming in discrete time: a monotone convergence principle and a penalty method (Q2836080)

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scientific article; zbMATH DE number 6661947
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    Infinite-horizon deterministic dynamic programming in discrete time: a monotone convergence principle and a penalty method
    scientific article; zbMATH DE number 6661947

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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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