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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| English | 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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0.8105087280273438
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0.8063445091247559
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0.8029914498329163
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0.7920963764190674
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