Gradient-bounded dynamic programming for submodular and concave extensible value functions with probabilistic performance guarantees

Denis Lebedev, Paul Goulart, Kostas Margellos. Gradient-bounded dynamic programming for submodular and concave extensible value functions with probabilistic performance guarantees. Automatica, 135:109897, 2022. [doi]

@article{LebedevGM22,
  title = {Gradient-bounded dynamic programming for submodular and concave extensible value functions with probabilistic performance guarantees},
  author = {Denis Lebedev and Paul Goulart and Kostas Margellos},
  year = {2022},
  doi = {10.1016/j.automatica.2021.109897},
  url = {https://doi.org/10.1016/j.automatica.2021.109897},
  researchr = {https://researchr.org/publication/LebedevGM22},
  cites = {0},
  citedby = {0},
  journal = {Automatica},
  volume = {135},
  pages = {109897},
}