An application of Kleene's fixed point theorem to dynamic programming
An application of Kleene's fixed point theorem to dynamic programming
复制标题
克莱恩不动点定理在动态规划中的应用
DOI：
10.1111/ijet.12074
复制
发表时间：
2015
影响因子：
0.5
通讯作者：
and Masayuki Yao
中科院分区：
文献类型：
--
作者：
Takashi Kamihigashi;Kevin Reffett;and Masayuki Yao
我们证明了Bellman算子在某个集合上的最小不动点可以用值迭代来计算，无论该不动点是否是值函数。作为应用，我们给出了Kamihigashi的一个主要结果的简单证明。
We show that the least fixed point of the Bellman operator in a certain set can be computed by value iteration whether or not the fixed point is the value function. As an application, we give a simpler proof of one of Kamihigashi's main results.