Dynamic Programming Deconstructed: Transformations of the Bellman Equation and Computational Efficiency

DOI10.1287/opre.2020.2006zbMath1485.90145arXiv1811.01940OpenAlexW3126305116MaRDI QIDQ5031647

Qingyin Ma, John Stachurski

Publication date: 16 February 2022

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

Full work available at URL: https://arxiv.org/abs/1811.01940

zbMATH Keywords

optimizationdynamic programmingoptimalitycomputational efficiencyMarkov

Mathematics Subject Classification ID

Dynamic programming (90C39)

Related Items (1)

Unbounded dynamic programming via the Q-transform

Uses Software

• Stony Brook

Cites Work

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