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Continuous State Dynamic Programming via Nonexpansive Approximation

Stachurski, John


This paper studies fitted value iteration for continuous state numerical dynamic programming using nonexpansive function approximators. A number of approximation schemes are discussed. The main contribution is to provide error bounds for approximate optimal policies generated by the value iteration algorithm.

CollectionsANU Research Publications
Date published: 2008
Type: Journal article
Source: Computational Economics
DOI: 10.1007/s10614-007-9111-5


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