A new algorithm for multidimensional continuing dynamic programming

MaRDI QIDQ2916082zbMATHFDO

Authors Peng Zhang

Publication date 5 October 2012

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

zbMATH Keywords

dynamic programmingdiscrete approximate iteration methodbi-convergent method

Mathematics Subject Classification ID

Dynamic programming (90C39)

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Cited in

(5)

• A discrete approximate iteration method for the continuing convex dynamic programming
• A new algorithm for the continuous dynamic programming
• scientific article; zbMATH DE number 1406022 (Why is no real title available?)
• scientific article; zbMATH DE number 1195626 (Why is no real title available?)
• 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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