A discrete approximate iteration method for the continuing convex dynamic programming

zbMATH Open1265.90324MaRDI QIDQ2917062FDOQ2917062

Authors: Peng Zhang 

Publication date: 5 October 2012

Published in: Journal of Systems Science and Mathematical Sciences (Search for Journal in Brave)

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zbMATH Keywords

max-plus algebradiscrete approximate iteration methodpivoting algorithmconvex dynamic programming

Mathematics Subject Classification ID

Approximation methods and heuristics in mathematical programming (90C59) Dynamic programming (90C39)

Cited In (4)

• A new algorithm for the continuous dynamic programming
• A new algorithm for multidimensional continuing dynamic programming
• A convex optimization approach to dynamic programming in continuous state and action spaces
• The Parameter Iteration Method in Dynamic Programming

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