Numerical Solution of Continuous-State Dynamic Programs Using Linear and Spline Interpolation
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continuous-state dynamic programscubic piecewise polynomial functionsmultivariate Hermite polynomialstensor product cubic splines
Computational methods for problems pertaining to operations research and mathematical programming (90-08) Dynamic programming (90C39) 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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