Discretizing Dynamic Programs

被引：20

作者：

Fox, B. L. ^{[1
]}

机构：

[1] Univ Montreal, Dept Informat, Montreal, PQ, Canada

来源：

JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS | 1973年 / 11卷 / 03期

关键词：

D O I：

10.1007/BF00935190

中图分类号：

C93 [管理学]; O22 [运筹学];

学科分类号：

070105 ; 12 ; 1201 ; 1202 ; 120202 ;

摘要：

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 program.

引用

页码：228 / 234

页数：7