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