Gradient bounded dynamic programming with submodular and concave extensible value functions

Gradient bounded dynamic programming with submodular and concave extensible value functions

We consider dynamic programming problems with finite, discrete-time horizons and prohibitively high-dimensional, discrete state-spaces for direct computation of the value function from the Bellman equation. For the case that the value function of the dynamic program is concave extensible and submodu...

Полное описание

Библиографические подробности
Главные авторы:	Lebedev, D, Goulart, P, Margellos, K
Формат:	Conference item
Язык:	English
Опубликовано:	Elsevier 2021

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