Numerical Solution of Continuous-State Dynamic Programs Using Linear and Spline Interpolation

DOI10.1287/opre.41.3.484zbMath0777.90074OpenAlexW2078424060MaRDI QIDQ4202453

Ying Li, Jery R. Stedinger, José Alberto Tejada-Guibert, Sharon Ann Johnson, Christine A. Shoemaker

Publication date: 4 October 1993

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

Full work available at URL: https://doi.org/10.1287/opre.41.3.484

zbMATH Keywords

multivariate Hermite polynomialstensor product cubic splinescontinuous-state dynamic programscubic piecewise polynomial functions

Mathematics Subject Classification ID

Discrete-time control/observation systems (93C55) Dynamic programming (90C39) Computational methods for problems pertaining to operations research and mathematical programming (90-08) Control/observation systems governed by functional relations other than differential equations (such as hybrid and switching systems) (93C30)

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