Junge, O.; Schreiber, A.:
Dynamic programming using radial basis functions
Submitted, 2014. We propose a discretization of the optimality principle in dynamic programming based on radial basis functions and Shepard's moving least squares approximation method. We prove convergence of the approximate optimal value function to the true one and present several numerical experiments.
Dynamic programming using radial basis functions
Submitted, 2014. We propose a discretization of the optimality principle in dynamic programming based on radial basis functions and Shepard's moving least squares approximation method. We prove convergence of the approximate optimal value function to the true one and present several numerical experiments.
Preprint 
Matlab codes
