## Abstract In this paper we develop a simulation‐based approach to stochastic dynamic programming. To solve the Bellman equation we construct Monte Carlo estimates of __Q__‐values. Our method is scalable to high dimensions and works in both continuous and discrete state and decision spaces while a
✦ LIBER ✦
The intuitive dynamic programming approach to optimal stochastic navigation
✍ Scribed by Jürgen Franke
- Publisher
- Springer
- Year
- 1982
- Tongue
- English
- Weight
- 570 KB
- Volume
- 60
- Category
- Article
- ISSN
- 1432-2064
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We employ a stochastic dynamic programming approach to study decision making by an individual wishing to have an arranged marriage. First, we show that this individual never opts out of a voluntarily agreed upon marriage. Second, we demonstrate that our marrying individual uses a reservation utility