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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★ 1 cited
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.…