41 citations · 160 across the 25 of their papers we have counts for
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math.OC2016
Regular Policies in Abstract Dynamic Programming
Dimitri P. Bertsekas
We consider challenging dynamic programming models where the associated Bellman equation, and the value and policy iteration algorithms commonly exhibit complex and even pathologic…
math.OC2016
Affine Monotonic and Risk-Sensitive Models in Dynamic Programming
Dimitri Bertsekas
In this paper we consider a broad class of infinite horizon discrete-time optimal control models that involve a nonnegative cost function and an affine mapping in their dynamic pro…