Polynomial Approximation--A New Computational Technique in Dynamic Programming: Allocation Processes

DOI10.2307/2003635MaRDI QIDQ5736649zbMATH OpenOpenAlexFDO

Authors Richard Bellman, R. E. Kalaba, Bella Kotkin

Publication date 1963

Published in Mathematics of Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/2003635

zbMATH Keywords

operations research

Cited in

(22)

• Generalized polynomial approximations in Markovian decision processes
• Richard Bellman's contributions to computer science
• Splines and efficiency in dynamic programming
• A unified framework for stochastic optimization
• Dynamic programming and value-function approximation in sequential decision problems: error analysis and numerical results
• Water reservoir control under economic, social and environmental constraints
• Approximate dynamic programming for stochastic \(N\)-stage optimization with application to optimal consumption under uncertainty
• Efficient sampling in approximate dynamic programming algorithms
• Functional equations in the theory of dynamic programming. XII: An application of the maximum transform
• A simulation-based approach to stochastic dynamic programming
• Dynamic programming approximation algorithms for the capacitated lot-sizing problem
• Hybrid functions of Bernstein polynomials and block-pulse functions for solving optimal control of the nonlinear Volterra integral equations
• Numerical treatment of nonlinear optimal control problems
• Low-discrepancy sampling for approximate dynamic programming with local approximators
• Generalized B-spline functions method for solving optimal control problems
• Suboptimal Policies for Stochastic N-Stage Optimization: Accuracy Analysis and a Case Study from Optimal Consumption
• Risk-averse learning by temporal difference methods with Markov risk measures
• Shape-preserving computation in economic growth models
• Optimized ensemble value function approximation for dynamic programming
• A comparison of global and semi-local approximation in \(T\)-stage stochastic optimization
• Reinforcement learning
• Management of water resource systems in the presence of uncertainties by nonlinear approximation techniques and deterministic sampling

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