Concepedia

Value Function Recursion

Value Function Recursion is a dynamic programming method that characterizes the sequential updating of value functions by recursively applying Bellman equations to compute optimal policies in Markov decision processes.

34

Publications

2K

Citations

64

Authors

45

Institutions

Publications per year

2017–2026

7

Parents

Publications

34

Recursive Methods in Economic Dynamics

Miguel Faig, Nancy L. Stokey, Robert Lucas et al. · Canadian Journal of Economics/Revue canadienne d économique · 1990 · 346 citations

, , +13

Optimal and Approximate Q-value Functions for Decentralized POMDPs

Journal of Artificial Intelligence Research · 2008 · 247 citations · Full text

, , +13

Learning Algorithms for Markov Decision Processes with Average Cost

Jinane Abounadi, Dimitri P. Bertsekas, Vivek S. Borkar · SIAM Journal on Control and Optimization · 2001 · 206 citations

, , +16

The value function of an integer program

Charles Blair, R. G. Jeroslow · Mathematical Programming · 1982 · 138 citations

, , +11

Recursive calculation of finite-time ruin probabilities

F. De Vylder, Marc Goovaerts · Insurance Mathematics and Economics · 1988 · 112 citations

, , +11

1–5 of 34

Authors

64

  1. TE
    T. E. Cooke

    University of Exeter, United Kingdom

    2 publications · 49 citations

    2

    h-index

  2. MT
    Mark Tippett

    Loughborough University, United Kingdom

    2 publications · 49 citations

    2

    h-index

  3. YV
    Yiannis Vailakis

    Centre National de la Recherche Scientifique, France

    2 publications · 74 citations

    2

    h-index

  4. HR
    Howard R. Waters

    Heriot-Watt University, United Kingdom

    2 publications · 78 citations

    2

    h-index

  5. DJ
    David J. Ashton

    University of Bristol, United Kingdom

    2 publications · 49 citations

    2

    h-index

1–5 of 64

Institutions

45

  1. University of Amsterdam

    Amsterdam, The Netherlands

    3 h-index

    4 publications

    409 citations

  2. Northwestern University

    Evanston, United States

    3 h-index

    3 publications

    173 citations

  3. UCLouvain

    Louvain-la-Neuve, Belgium

    2 h-index

    2 publications

    159 citations

  4. National Bureau of Economic Research

    Cambridge, United States

    2 h-index

    2 publications

    93 citations

  5. Purdue University West Lafayette

    West Lafayette, United States

    1 h-index

    2 publications

    204 citations

  6. Korea Advanced Institute of Science and Technology

    Daejeon, South Korea

    1 h-index

    2 publications

    20 citations

  7. University of Illinois Urbana-Champaign

    Urbana, United States

    1 h-index

    1 publications

    138 citations

  8. University of Bristol

    Bristol, United Kingdom

    1 h-index

    3 publications

    48 citations

1–8 of 45

Venues

  1. Journal of Economic Theory

    JET · 2 publications · 74 citations

    3

    h-index

  2. arXiv (Cornell University)

    Repository · 2 publications · 54 citations

    2

    h-index

  3. Computational Economics

    1 publications · 54 citations

    2

    h-index

  4. Insurance Mathematics and Economics

    2 publications · 131 citations

    2

    h-index

  5. Applicationes Mathematicae

    1 publications · 12 citations

    1

    h-index

1–5