Dynamic programming using radial basis functions
Optimization and Control
2014-05-19 v1
Abstract
We propose a discretization of the optimality principle in dynamic programming based on radial basis functions and Shepard's moving least squares approximation method. We prove convergence of the approximate optimal value function to the true one and present several numerical experiments.
Cite
@article{arxiv.1405.4002,
title = {Dynamic programming using radial basis functions},
author = {Oliver Junge and Alex Schreiber},
journal= {arXiv preprint arXiv:1405.4002},
year = {2014}
}