entropy function to approximate the value function and then solve SIP by the smoothing projected gradient method. Moreover we … integral entropy function and the value function, and between locally optimal solutions of the smoothing problem and those for …In this paper, we study a semi-infinite programming (SIP) problem with a convex set constraint. Using the value …

this solution is the value function, and that the value function can be computed by value iteration with an appropriate … initial condition. In addition, we show that the value function can be computed by the same procedure under alternative …

individuals and optimal economic growth are typical examples. Numerical methods typically approximate the value function. Recent …

condition methods that reduce the cost and increase accuracy of value function iteration. Third, we show precomputation …