Regular Policies in Abstract Dynamic Programming
We consider challenging dynamic programming models where the associated Bellman equation, and the value and policy iteration algorithms commonly exhibit complex and even pathological behavior. Our analysis is based on the new notion of regular policies. These are policies that are well-behaved with...
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| Format: | Article |
| Language: | English |
| Published: |
Society for Industrial & Applied Mathematics (SIAM),
2018-06-12T19:20:01Z.
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| Online Access: | Get fulltext |