Open Access
Original Articles·pp. 123–147·Vol. 6, Issue 2Jun 2013
Value and Policy Function Approximations in Infinite-Horizon Optimization Problems
Giorgio Gnecco, Marcello Sanguineti
Published Online: 03 Jun 2013DOI: 10.1080/1726037X.2008.10698552
In this paper: Suboptimal solutions to infinite-horizon dynamic optimization problems with continuous state are considered. An underlying dynamical system determining the state transition between each stage and the...
