Cover Image

Optimal bounds for numerical approximations of finite horizon problems based on dynamic programming approach

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	de Frutos, Javier, Novo, Julia
Format:	Preprint
Published:	2026
Subjects:	Optimization and Control
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Optimal bounds for numerical approximations of infinite horizon problems based on dynamic programming approach
by: de Frutos, Javier, et al.
Published: (2021)

Linear error bounds for HJB equations in finite horizon control problems
by: Alla, Alessandro, et al.
Published: (2026)

Optimal bounds for POD approximations of infinite horizon control problems based on time derivatives
by: de Frutos, Javier, et al.
Published: (2023)

On Discrete-Time Approximations to Infinite Horizon Differential Games
by: de Frutos, Javier, et al.
Published: (2021)

On finite-horizon approximation of a feedback Nash equilibrium in LQ games
by: Huang, Shengyuan, et al.
Published: (2025)

Analyzing the numerical correctness of branch-and-bound decisions for mixed-integer programming
by: Hoen, Alexander, et al.
Published: (2024)

Numerical approximations of the value of zero-sum stochastic differential impulse controls game in finite horizon
by: Zolome, Antoine, et al.
Published: (2024)

Pattern preservation in finite to infinite-horizon optimal control problems for dissipative systems
by: Della Rossa, Matteo, et al.
Published: (2026)

How long is long enough? Finite-horizon approximation of energy storage scheduling problems
by: Prat, Eléa, et al.
Published: (2024)

A hybrid deep learning method for finite-horizon mean-field game problems
by: Zhang, Yu, et al.
Published: (2023)

Neural networks for multi-horizon stochastic programming
by: Zhang, Hongyu, et al.
Published: (2025)

Distances between finite-horizon linear behaviors
by: Padoan, Alberto, et al.
Published: (2025)

Proximity-based approximation algorithms for integer bilevel programs
by: Sankaranarayanan, Sriram, et al.
Published: (2024)

Social optimum of finite mean field games: existence and uniqueness of equilibrium solutions in the finite horizon and stationary solutions in the infinite horizon
by: Niu, Zijia, et al.
Published: (2024)

Optimal participation of energy communities in electricity markets under uncertainty. A multi-stage stochastic programming approach
by: Vilalta, Albert Solà, et al.
Published: (2025)

A numerical solution approach for non-smooth optimal control problems based on the Pontryagin maximum principle
by: Wachsmuth, Daniel
Published: (2024)

Optimal consumption under a drawdown constraint over a finite horizon
by: Chen, Xiaoshan, et al.
Published: (2022)

A rolling horizon heuristic approach for a multi-stage stochastic waste collection problem
by: Spinelli, Andrea, et al.
Published: (2024)

A vector linear programming approach for certain global optimization problems
by: Ciripoi, Daniel, et al.
Published: (2017)

Sparsity for dynamic inverse problems on Wasserstein curves with bounded variation
by: Carioni, Marcello, et al.
Published: (2025)

Management strategies for hydropower plants a simple dynamic programming approach
by: Olofsson, Marcus, et al.
Published: (2023)

On an adjoint-based numerical approach for time-dependent optimal control problems of biomedical interest
by: Mirzaiyan, Zahra, et al.
Published: (2025)

New numerical solutions to Newton's problem of least resistance via a convex hull approach
by: Wachsmuth, Gerd
Published: (2025)

Optimality of spherical codes via exact semidefinite programming bounds
by: Cohn, Henry, et al.
Published: (2024)

A successive convexification approach for robust receding horizon control
by: Lishkova, Yana, et al.
Published: (2023)

A consensus-based optimization method for nonsmooth nonconvex programs with approximated gradient descent scheme
by: Wei, Jiazhen, et al.
Published: (2025)

Fix and Bound: An efficient approach for solving large-scale quadratic programming problems with box constraints
by: Locatelli, Marco, et al.
Published: (2022)

Theoretical and numerical comparison of seven single-level reformulations for bilevel programs
by: Li, Yu-Wei, et al.
Published: (2025)

An iterative sample scenario approach for the dynamic dispatch waves problem
by: Lan, Leon, et al.
Published: (2023)

Riemannian optimization with finite-difference gradient approximations
by: Taminiau, Timothé, et al.
Published: (2026)

Data-driven confidence bound for structural response using segmented least squares: a mixed-integer programming approach
by: Kanno, Yoshihiro
Published: (2024)

Output-based receding horizon stabilizing control
by: Azmi, Behzad, et al.
Published: (2024)

Towards Enabling Learning for Time-Varying finite horizon Sequential Decision-Making Problems*
by: Tiwari, Dhananjay, et al.
Published: (2025)

A numerical illustration of a recently proposed strongly polynomial-time algorithm for the general linear programming problem
by: Awoniyi, Samuel
Published: (2023)

Solvability of the Inverse Optimal Control problem based on the minimum principle
by: Islam, Afreen, et al.
Published: (2024)

Relationship between maximum principle and dynamic programming principle for recursive optimal control problem of stochastic evolution equations
by: Hu, Ying, et al.
Published: (2025)

Infinite horizon discounted LQ optimal control problems for mean-field switching diffusions
by: Ding, Kai, et al.
Published: (2025)

Numerical solving of an optimal control problem in large time horizon: the aerial vehicle guidance
by: Askovic, Veljko, et al.
Published: (2025)

A dynamic programming principle for multiperiod control problems with bicausal constraints
by: Mirmominov, Ruslan, et al.
Published: (2024)

Squared polynomial approximation kernels for the hypercube: improved error bounds and implications for Lasserre hierarchies
by: Gribling, Sander, et al.
Published: (2026)