Adaptive value function approximation for continuous-state stochastic dynamic programming

Huiyuan Fan, Prashant K. Tarun, Victoria C. P. Chen. Adaptive value function approximation for continuous-state stochastic dynamic programming. Computers & OR, 40(4):1076-1084, 2013. [doi]

@article{FanTC13,
  title = {Adaptive value function approximation for continuous-state stochastic dynamic programming},
  author = {Huiyuan Fan and Prashant K. Tarun and Victoria C. P. Chen},
  year = {2013},
  doi = {10.1016/j.cor.2012.11.016},
  url = {http://dx.doi.org/10.1016/j.cor.2012.11.016},
  researchr = {https://researchr.org/publication/FanTC13},
  cites = {0},
  citedby = {0},
  journal = {Computers & OR},
  volume = {40},
  number = {4},
  pages = {1076-1084},
}