Continuous-state Bellman Equations

Continuous-State Bellman Equations is a mathematical framework within dynamic programming and optimal control that extends the classical Bellman equation to continuous state spaces by characterizing the value function through a functional equation involving maximization over admissible actions and expectation over continuous stochastic transitions.

Publications

2.5K

Citations

124

Authors

Institutions

Publications per year

2017–2026

Parents

Bellman Equations

Publications

Energy management of hybrid electric bus based on deep reinforcement learning in continuous state and action space

Huachun Tan, Hailong Zhang, Jiankun Peng et al. · Energy Conversion and Management · 2019 · 176 citations

Engineering, Electrical Engineering, Energy Management +16

Valuing Biodiversity from an Economic Perspective: A Unified Economic, Ecological, and Genetic Approach

William A. Brock, Anastasios Xepapadeas · American Economic Review · 2003 · 165 citations

Natural Resources, Economics, Natural Resource Economics +13

A standard form for sequential stochastic control

H. S. Witsenhausen · Theory of Computing Systems · 1973 · 118 citations

Engineering, Mathematics, Markov Decision Processes +13

Existence and Uniqueness of Solutions to the Bellman Equation in the Unbounded Case

Juan Pablo Rincón‐Zapatero, Carlos Rodríguez Palmero · Econometrica · 2003 · 91 citations · Full text

Natural Sciences, Mathematics, Differential Equations +12

Parametric POMDPs for planning in continuous state spaces

Alex Brooks, Alexei Makarenko, Stefan B. Williams et al. · Robotics and Autonomous Systems · 2006 · 90 citations

Computing, Autonomous Systems, Markov Decision Processes +13

1–5 of 60

Authors

124

LJ
L.S. Jennings
The University of Western Australia, Australia
2 publications · 161 citations
2
h-index
FV
F.A. van der Duyn Schouten
Tilburg University, Netherlands
2 publications · 33 citations
2
h-index
AC
Andrea Cosso
Laboratoire de Probabilités et Modèles Aléatoires, France
2 publications · 70 citations
2
h-index
HP
Huyên Pham
Laboratoire de Probabilités et Modèles Aléatoires, France
2 publications · 70 citations
2
h-index
KL
Kok Lay Teo
Curtin University, Australia
2 publications · 161 citations
2
h-index

1–5 of 124

Institutions

1–8 of 95

Venues

Journal of Optimization Theory and Applications
5 publications · 249 citations
5
h-index
Journal of Mathematical Analysis and Applications
3 publications · 109 citations
3
h-index
Engineering Applications of Artificial Intelligence
3 publications · 146 citations
3
h-index
Journal of the Franklin Institute
2 publications · 138 citations
2
h-index
Stochastic Processes and their Applications
2 publications · 70 citations
2
h-index

1–5