Continuous State Dynamic Programming Via Nonexpansive Approximation
John Stachurski ()
No 618, KIER Working Papers from Kyoto University, Institute of Economic Research
This paper studies fitted value iteration for continuous state dynamic programming using nonexpansive function approximators. A number of nonexpansive approximation schemes are discussed. The main contribution is to provide error bounds for approximate optimal policies generated by the value iteration algorithm.
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Journal Article: Continuous State Dynamic Programming via Nonexpansive Approximation (2008)
Working Paper: Continuous State Dynamic Programming via Nonexpansive Approximation (2006)
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Persistent link: https://EconPapers.repec.org/RePEc:kyo:wpaper:618
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