Approximation procedure for stochastic dynamic programming based on clustering of state and action spaces

DOI10.1080/02331937908842555zbMath0408.62006OpenAlexW2086244885MaRDI QIDQ4195752

V. Nollau, A. Hahnewald-Busch

Publication date: 1979

Published in: Mathematische Operationsforschung und Statistik. Series Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331937908842555

zbMATH Keywords

Dynamic ProgrammingMarkov ProgrammingDecision TheoryClustering of State and Action SpacesConvergence of Approximative ProblemsState and Action Space Decomposition

Mathematics Subject Classification ID

Statistical decision theory (62C99) Markov and semi-Markov decision processes (90C40) Hamilton-Jacobi theories (49L99)

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