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20242026
most citedSemilinear Dynamic Programming: Analysis, Algorithms, and Certainty Equivalence Properties

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math.OC2025

An Error Bound for Aggregation in Approximate Dynamic Programming

Yuchao Li, Dimitri Bertsekas

We consider a general aggregation framework for discounted finite-state infinite horizon dynamic programming (DP) problems. It defines an aggregate problem whose optimal cost funct…

math.OC2025

Semilinear Dynamic Programming: Analysis, Algorithms, and Certainty Equivalence Properties

Yuchao Li, Dimitri Bertsekas

We consider a broad class of dynamic programming (DP) problems that involve a partially linear structure and some positivity properties in their system equation and cost function.…