41 citations · 160 across the 25 of their papers we have counts for
4 papers · 1 filter
Proximal Algorithms and Temporal Differences for Large Linear Systems: Extrapolation, Approximation, and Simulation
Dimitri P. Bertsekas
We consider large linear and nonlinear fixed point problems, and solution with proximal algorithms. We show that there is a close connection between two seemingly different types o…
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…
Robust Shortest Path Planning and Semicontractive Dynamic Programming
Dimitri Bertsekas
In this paper we consider shortest path problems in a directed graph where the transitions between nodes are subject to uncertainty. We use a minimax formulation, where the objecti…
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…