CONVERGENCE OF DISCRETIZATION PROCEDURES IN DYNAMIC-PROGRAMMING

[1] BAYES AND MINIMAX SOLUTIONS OF SEQUENTIAL DECISION PROBLEMS [J]. ECONOMETRICA, 1949, 17 (3-4) : 213 - 244

[2] Bellman R., 1957, DYNAMIC PROGRAMMING

[3] Bellman R. E., 1962, APPL DYNAMIC PROGRAM

[4] INFINITE-TIME REACHABILITY OF STATE-SPACE REGIONS BY USING FEEDBACK CONTROL [J]. IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 1972, AC17 (05) : 604 - +

[5] LINEAR CONVEX STOCHASTIC CONTROL PROBLEMS OVER AN INFINITE HORIZON [J]. IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 1973, AC18 (03) : 314 - 315

[6] BERTSEKAS DP, 1972, 1972 P JOINT AUT CON

[7] DeGroot, 1970, OPTIMAL STAT DECISIO, V82

[8] DENARDO E, 1967, SIAM REV, V9

[9] Dugundji J., 1966, TOPOLOGY

[10] Discretizing Dynamic Programs [J]. JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS, 1973, 11 (03) : 228 - 234

[1] BAYES AND MINIMAX SOLUTIONS OF SEQUENTIAL DECISION PROBLEMS [J]. ECONOMETRICA, 1949, 17 (3-4) : 213 - 244

[2] Bellman R., 1957, DYNAMIC PROGRAMMING

[3] Bellman R. E., 1962, APPL DYNAMIC PROGRAM

[4] INFINITE-TIME REACHABILITY OF STATE-SPACE REGIONS BY USING FEEDBACK CONTROL [J]. IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 1972, AC17 (05) : 604 - +

[5] LINEAR CONVEX STOCHASTIC CONTROL PROBLEMS OVER AN INFINITE HORIZON [J]. IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 1973, AC18 (03) : 314 - 315

[6] BERTSEKAS DP, 1972, 1972 P JOINT AUT CON

[7] DeGroot, 1970, OPTIMAL STAT DECISIO, V82

[8] DENARDO E, 1967, SIAM REV, V9

[9] Dugundji J., 1966, TOPOLOGY

[10] Discretizing Dynamic Programs [J]. JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS, 1973, 11 (03) : 228 - 234