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...

書目詳細資料
Main Authors:	Lebedev, D, Goulart, P, Margellos, K
格式:	Conference item
語言:	English
出版:	Elsevier 2021

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