Approximations of Dynamic Programs, II

DOI10.1287/moor.4.2.179zbMath0408.90082OpenAlexW4249345565MaRDI QIDQ4196266

Ward Whitt

Publication date: 1979

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

Full work available at URL: https://doi.org/10.1287/moor.4.2.179

zbMATH Keywords

ApproximationsDynamic ProgrammingMarkov ProgrammingAgGregationConvergence AnalysisSequential Decision Problems

Mathematics Subject Classification ID

Discrete-time control/observation systems (93C55) Dynamic programming (90C39) Optimal stochastic control (93E20) Markov and semi-Markov decision processes (90C40) Abstract approximation theory (approximation in normed linear spaces and other abstract spaces) (41A65) Hamilton-Jacobi theories (49L99)

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