Last edited by Tusida
Thursday, May 21, 2020 | History

1 edition of Discretizing dynamic programs found in the catalog.

Discretizing dynamic programs

Bennett L. Fox

Discretizing dynamic programs

by Bennett L. Fox

  • 228 Want to read
  • 38 Currently reading

Published by Rand Corp.] in [Santa Monica, Calif .
Written in English

    Subjects:
  • Dynamic programming.,
  • Programming (Mathematics)

  • Edition Notes

    Cover-title.

    Statement[by] B. L. Fox.
    SeriesRand Corporation. [Paper] -- P-4357, P (Rand Corporation) -- P-4357..
    The Physical Object
    Pagination7 p.
    ID Numbers
    Open LibraryOL16529490M

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Discretizing dynamic programs by Bennett L. Fox Download PDF EPUB FB2

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Discretizing certain discrete-time, uncountable-state dynamic programs such that the respective solutions to a sequence of discretized versions converge uniformly to the solution of the original problem is shown. Via a random perturbation device, we apply our general approach to a separable nonconvex by: Except in rare cases, it is necessary to discretize uncountable-state dynamic programs to obtain even an approximate solution.

This paper describes a procedure for discretizing dynamic programs which begins by assuming that the state space is compact; a finite grid is constructed so that any point in the space is in the neighborhood of a grid.

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