A Convex Optimization Approach to Dynamic Programming in Continuous State and Action Spaces

Insoon Yang. A Convex Optimization Approach to Dynamic Programming in Continuous State and Action Spaces. J. Optimization Theory and Applications, 187(1):133-157, 2020. [doi]

@article{Yang20-42,
  title = {A Convex Optimization Approach to Dynamic Programming in Continuous State and Action Spaces},
  author = {Insoon Yang},
  year = {2020},
  doi = {10.1007/s10957-020-01747-1},
  url = {https://doi.org/10.1007/s10957-020-01747-1},
  researchr = {https://researchr.org/publication/Yang20-42},
  cites = {0},
  citedby = {0},
  journal = {J. Optimization Theory and Applications},
  volume = {187},
  number = {1},
  pages = {133-157},
}