Numerical Solution of Continuous-State Dynamic Programs Using Linear and Spline Interpolation
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multivariate Hermite polynomialstensor product cubic splinescontinuous-state dynamic programscubic piecewise polynomial functions
Dynamic programming (90C39) Computational methods for problems pertaining to operations research and mathematical programming (90-08) Control/observation systems governed by functional relations other than differential equations (such as hybrid and switching systems) (93C30) Discrete-time control/observation systems (93C55)
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- Neural network and regression spline value function approximations for stochastic dynamic programming
- Approximate stochastic dynamic programming for hydroelectric production planning
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- A fully adaptive framework for continuous-state stochastic dynamic programming
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