Approximation in policy space, linear, and nonlinear programming.

by Richard Ernest Bellman

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Part of a broader investigation concerned with the applicability of the technique of successive approximations to a variety of nonlinear and multidimensional problems arising in the theory of dynamic programming. The present paper indicates how the method of dynamic-programming theory, in the guise of approximation in policy space, can be used to yield monotone approximation for linear, quadratic, and nonlinear programming. 7 pp.

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