Some Applications of Polynomial Approximation to Dynamic Programming

by S. P. Azen, Richard Ernest Bellman, Stuart E. Dreyfus


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An investigation of two polynomial approximation techniques: subregional approximation of a function by low-order Legendre polynomials over sufficiently small subdivisions of the original region of definition; and approximating a function by Chebychev polynomials over the whole region of definition. Numerical results were obtained from FORTRAN programs applying these techniques to allocation and bang-bang control problems.

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