Suboptimal Solutions to Dynamic Optimization Problems via Approximations of the Policy Functions

Journal of Optimization Theory and Applications

Volumn 146, Issue 3, 2010, Pages 764-794

  Gnecco, G ^a   Sanguineti, M ^a  

^a UNIVERSITY OF GENOA   (Italy)

Author keywords

Approximation schemes; Curse of dimensionality; Dynamic optimization; Dynamic programming; Suboptimal policies

Indexed keywords

ERRORS; RADIAL BASIS FUNCTION NETWORKS;

APPROXIMATION ERRORS; APPROXIMATION SCHEME; CURSE OF DIMENSIONALITY; DYNAMIC OPTIMIZATION; FINITE NUMBER; OPTIMAL POLICY FUNCTION; OPTIMIZATION PROBLEMS; PROPERTY; SUBOPTIMAL POLICY; SUBOPTIMAL SOLUTION;

DYNAMIC PROGRAMMING;

EID: 77956438081     PISSN: 00223239     EISSN: 15732878     Source Type: Journal    
DOI: 10.1007/s10957-010-9680-7     Document Type: Article

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