A new algorithm for multidimensional continuing dynamic programming

zbMATH Open1265.90323MaRDI QIDQ2916082FDOQ2916082

Authors: Peng Zhang 

Publication date: 5 October 2012

Published in: Control and Decision (Search for Journal in Brave)

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zbMATH Keywords

dynamic programmingdiscrete approximate iteration methodbi-convergent method

Mathematics Subject Classification ID

Dynamic programming (90C39)

Cited In (5)

• Title not available (Why is that?)
• A new algorithm for the continuous dynamic programming
• A discrete approximate iteration method for the continuing convex dynamic programming
• Title not available (Why is that?)
• A review of stochastic algorithms with continuous value function approximation and some new approximate policy iteration algorithms for multidimensional continuous applications

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