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

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