SPLINE APPROXIMATIONS TO VALUE FUNCTIONS

DOI10.1017/S1365100597002095MaRDI QIDQ4233514zbMATH OpenOpenAlexFDO

Authors Michael A. Trick, Stanley E. Zin

Publication date 16 March 1999

Published in Macroeconomic Dynamics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1017/s1365100597002095

zbMATH Keywords

Bellman equationstochastic dynamic programlow-dimensional cubic-spline approximations

Mathematics Subject Classification ID

Linear programming (90C05) Stochastic programming (90C15) Economic growth models (91B62)

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Cited in

(27)

• Relaxation analysis for the dynamic knapsack problem with stochastic item sizes
• Optimal time aggregation of infinite horizon control problems
• Applying experimental design and regression splines to high-dimensional continuous-state stochastic dynamic programming
• Relationship between least squares Monte Carlo and approximate linear programming
• Reductions of non-separable approximate linear programs for network revenue management
• Error estimation and adaptive discretization for the discrete stochastic Hamilton-Jacobi-Bellman equation
• Value function approximation via linear programming for FMS scheduling
• Approximation of dynamic programs
• Numerical Solution of Continuous-State Dynamic Programs Using Linear and Spline Interpolation
• A polyhedral approach to online bipartite matching
• Dynamic programming with Hermite approximation
• Approximate dynamic programming via iterated Bellman inequalities
• A column and constraint generation algorithm for the dynamic knapsack problem with stochastic item sizes
• Online adaptive critic designs with tensor product B-splines and incremental model techniques
• Adaptively refined dynamic program for linear spline regression
• Adaptive spline interpolation for Hamilton-Jacobi-Bellman equations
• Dynamic programming with shape-preserving rational spline Hermite interpolation
• Asset pricing with dynamic programming
• A Polyhedral Approach to Online Bipartite Matching
• Using dynamic programming with adaptive grid scheme for optimal control problems in economics
• State partitioning based linear program for stochastic dynamic programs: an invariance property
• Neural network and regression spline value function approximations for stochastic dynamic programming
• About an algorithm of function approximation by the linear splines
• Policy iteration accelerated with Krylov methods
• Optimal toll design: a lower bound framework for the asymmetric traveling salesman problem
• A linear programming methodology for approximate dynamic programming
• Semi-infinite relaxations for the dynamic knapsack problem with stochastic item sizes

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