Finite-state approximations to denumerable-state dynamic programs |
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| Authors: | B.L Fox |
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| Affiliation: | Management Sciences Department, The RAND Corporation 1700 Main St., Santa Monica, Calif. U.S.A. |
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| Abstract: | We show how to find a sequence of policies for essentially finite-state dynamic programs such that the corresponding vector of optimal returns converges pointwise to that of a denumerable-state dynamic program. The corresponding result for stochastic games is also given. |
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