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Volumn 1, Issue 1, 1997, Pages 255-277

Spline approximations to value functions: Linear programming approach

Author keywords

Bellman Equation; Linear Programming; Spline Approximations; Value Functions

Indexed keywords


EID: 0031350985     PISSN: 13651005     EISSN: None     Source Type: Journal    
DOI: 10.1017/s1365100597002095     Document Type: Article
Times cited : (56)

References (12)
  • 2
    • 84952201122 scopus 로고
    • Linear-quadratic approximation and value-function iteration: A comparison
    • Christiano, L.J. (1990) Linear-quadratic approximation and value-function iteration: A comparison. Journal of Business and Economic Statistics 8, 99-114.
    • (1990) Journal of Business and Economic Statistics , vol.8 , pp. 99-114
    • Christiano, L.J.1
  • 5
    • 0017320607 scopus 로고
    • A case for relaxation methods in large scale linear programming
    • G. Guardabassi & A. Locatelli (eds.), Pittsburgh: IFAC
    • Koehler, G.J. (1976) A case for relaxation methods in large scale linear programming. In G. Guardabassi & A. Locatelli (eds.), Large Scale Systems Theory and Applications, 293-302. Pittsburgh: IFAC.
    • (1976) Large Scale Systems Theory and Applications , pp. 293-302
    • Koehler, G.J.1
  • 11
    • 0017997986 scopus 로고
    • Approximations of dynamic programs, I
    • Whitt, W. (1978) Approximations of dynamic programs, I. Mathematics of Operations Research 3, 231-243.
    • (1978) Mathematics of Operations Research , vol.3 , pp. 231-243
    • Whitt, W.1
  • 12
    • 0018465264 scopus 로고
    • Approximations of dynamic programs, II
    • Whitt, W. (1979) Approximations of dynamic programs, II. Mathematics of Operations Research 4, 179-185.
    • (1979) Mathematics of Operations Research , vol.4 , pp. 179-185
    • Whitt, W.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.