infinite horizon dynamic programming
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Probabilistically distorted risk-sensitive infinite-horizon dynamic programming

Automatica ◽

10.1016/j.automatica.2018.07.028 ◽

2018 ◽

Vol 97 ◽

pp. 1-6

Author(s):

Kun Lin ◽

Cheng Jie ◽

Steven I. Marcus

Keyword(s):

Dynamic Programming ◽

Infinite Horizon ◽

Risk Sensitive ◽

Infinite Horizon Dynamic Programming

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CHAPTER 8: INFINITE HORIZON DYNAMIC PROGRAMMING

Stochastic Systems ◽

10.1137/1.9781611974263.ch8 ◽

2015 ◽

pp. 143-168

Keyword(s):

Dynamic Programming ◽

Infinite Horizon ◽

Infinite Horizon Dynamic Programming

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Stabilizing Policy Improvement for Large-Scale Infinite-Horizon Dynamic Programming

SIAM Journal on Matrix Analysis and Applications ◽

10.1137/060653305 ◽

2009 ◽

Vol 31 (2) ◽

pp. 434-459

Author(s):

Michael J. O'Sullivan ◽

Michael A. Saunders

Keyword(s):

Dynamic Programming ◽

Large Scale ◽

Infinite Horizon ◽

Policy Improvement ◽

Infinite Horizon Dynamic Programming

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Infinite-horizon dynamic programming and application to management of economies effected by random natural hazards

Applied Mathematics and Computation ◽

10.1016/j.amc.2008.05.042 ◽

2008 ◽

Vol 204 (2) ◽

pp. 609-620 ◽

Cited By ~ 2

Author(s):

A. Kryazhimskiy ◽

M. Obersteiner ◽

A. Smirnov

Keyword(s):

Dynamic Programming ◽

Natural Hazards ◽

Infinite Horizon ◽

Infinite Horizon Dynamic Programming

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Adaptive aggregation methods for infinite horizon dynamic programming

IEEE Transactions on Automatic Control ◽

10.1109/9.24227 ◽

1989 ◽

Vol 34 (6) ◽

pp. 589-598 ◽

Cited By ~ 71

Author(s):

D.P. Bertsekas ◽

D.A. Castanon

Keyword(s):

Dynamic Programming ◽

Infinite Horizon ◽

Aggregation Methods ◽

Adaptive Aggregation ◽

Infinite Horizon Dynamic Programming

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Infinite-Horizon Dynamic Programming Models—A Planning-Horizon Formulation

Operations Research ◽

10.1287/opre.27.4.730 ◽

1979 ◽

Vol 27 (4) ◽

pp. 730-742 ◽

Cited By ~ 16

Author(s):

Thomas E. Morton

Keyword(s):

Dynamic Programming ◽

Infinite Horizon ◽

Planning Horizon ◽

Programming Models ◽

Infinite Horizon Dynamic Programming

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