The Linear Programming Approach to Approximate Dynamic Programming

DOI10.1287/opre.51.6.850.24925zbMath1165.90666OpenAlexW1745373831MaRDI QIDQ3637395

Benjamin van Roy, D. P. de Farias

Publication date: 9 July 2009

Published in: Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/opre.51.6.850.24925

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Special problems of linear programming (transportation, multi-index, data envelopment analysis, etc.) (90C08) Dynamic programming (90C39)

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