Continuous State Dynamic Programming via Nonexpansive Approximation

نویسندگان

  • JOHN STACHURSKI
  • Takashi Kamihigashi
  • Kazuo Nishimura
  • Kevin Reffett
چکیده

This paper studies fitted value iteration for continuous state numerical dynamic programming using nonexpansive function approximators. A number of approximation schemes are discussed. The main contribution is to provide error bounds for approximate optimal policies generated by the value iteration algorithm. Journal of Economic Literature Classifications: C61, C63

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تاریخ انتشار 2006