The Parameter Iteration Method in Dynamic Programming

DOI10.1287/MNSC.35.6.675zbMATH Open0696.90080OpenAlexW2050942557MaRDI QIDQ3474497FDOQ3474497

Authors Shmuel Gal 

Publication date 1989

Published in Management Science (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1287/mnsc.35.6.675

zbMATH Keywords

successive approximationsapproximately optimal solutionsMarkovian multi-item replacement problemParameter iteration

Mathematics Subject Classification ID

Applications of mathematical programming (90C90) Reliability, availability, maintenance, inspection in operations research (90B25) Dynamic programming (90C39)

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• Parameter-free sampled fictitious play for solving deterministic dynamic programming problems
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• Generalized dynamic programming. General points
• Controlled approximation of the value function in stochastic dynamic programming for multi-reservoir systems
• An approximate dynamic programming approach for sequential pig marketing decisions at herd level
• Parametric (Co)Iteration vs. Primitive Direcursion

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