Accession Number : AD0705463
Title : DISCRETIZING DYNAMIC PROGRAMS,
Corporate Author : RAND CORP SANTA MONICA CALIF
Personal Author(s) : Fox,B. L.
Report Date : APR 1970
Pagination or Media Count : 8
Abstract : Except in rare cases, it is necessary to discretize uncountable-state dynamic programs to obtain even an approximate solution. The paper assumes in the first two sections that the state space is compact, and so a finite grid can be constructed so that any point in the space is in the neighborhood of a grid point. The problem is to find conditions such that the approximations coverage to the solution of the original problem as the mesh becomes finer.
Descriptors : (*DYNAMIC PROGRAMMING, MAPPING(TRANSFORMATIONS)), SET THEORY, TOPOLOGY, APPROXIMATION(MATHEMATICS)
Subject Categories : Operations Research
Distribution Statement : APPROVED FOR PUBLIC RELEASE