scientific article; zbMATH DE number 4174799

MaRDI QIDQ3199291zbMATHFDO

Authors Wolfgang J. Runggaldier, Giovanni Di Masi

Publication date 1990

zbMATH Keywords

discretizationapproximationdiscrete-time stochastic control problemsdynamic programs

Mathematics Subject Classification ID

Dynamic programming (90C39) Discrete-time control/observation systems (93C55) Stochastic systems in control theory (general) (93E03)

Recommendations

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Cited in

(12)

• scientific article; zbMATH DE number 1328951 (Why is no real title available?)
• scientific article; zbMATH DE number 55177 (Why is no real title available?)
• Dynamic programming and value-function approximation in sequential decision problems: error analysis and numerical results
• The Linear Programming Approach to Approximate Dynamic Programming
• Asymptotic properties in dynamic programming
• What you should know about approximate dynamic programming
• On the connections between PCTL and dynamic programming
• scientific article; zbMATH DE number 3963708 (Why is no real title available?)
• A Note on Positive Dynamic Programming
• On Bounds for Dynamic Programs
• Approximate Dynamic Programming via a Smoothed Linear Program
• Approximation of dynamic programs

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