Economics - Research Publications

Permanent URI for this collection

http://hdl.handle.net/11343/417

Filters

2006 1
Reset filters

Settings
Statistics
Citations
Author: STACHURSKI, JOHN × Start date: 2004 × Type: Preprint × Subject: Bellman's principle of optimality ×

Search Results

Now showing 1 - 1 of 1
  • Item
    Thumbnail Image
    Continuous state dynamic programming via nonexpansive approximation
    STACHURSKI, JOHN ( 2006-02)
    This paper studies fitted value iteration for continuousstate dynamic programming using nonexpansive function approximators.A number of nonexpansive approximation schemesare discussed. The main contribution is to provide error boundsfor approximate optimal policies generated by the value iterationalgorithm.