Accession Number:

AD0705463

Title:

DISCRETIZING DYNAMIC PROGRAMS,

Descriptive Note:

Corporate Author:

RAND CORP SANTA MONICA CALIF

Personal Author(s):

Report Date:

1970-04-01

Pagination or Media Count:

8.0

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.

Subject Categories:

  • Operations Research

Distribution Statement:

APPROVED FOR PUBLIC RELEASE