Fast value iteration: an application of Legendre-Fenchel duality to a class of deterministic dynamic programming problems in discrete time (Q4960138): Difference between revisions

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scientific article; zbMATH DE number 7188823

Language	Label	Description	Also known as
English	Fast value iteration: an application of Legendre-Fenchel duality to a class of deterministic dynamic programming problems in discrete time	scientific article; zbMATH DE number 7188823

Statements

instance of

scholarly article

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title

Fast value iteration: an application of Legendre-Fenchel duality to a class of deterministic dynamic programming problems in discrete time (English)

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Journal of Difference Equations and Applications

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publication date

9 April 2020

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zbMATH Keywords

dynamic programming

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Legendre-Fenchel transform

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Bellman operator

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convex analysis

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describes a project that uses

na13

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1080/10236198.2020.1713770

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cites work

Q3549441

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Spectral theorem for convex monotone homogeneous maps, and ergodic control

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Mathematical Programming and the Maximum Transform

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On the maximum transform and semigroups of transformations

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Functional equations in the theory of dynamic programming. XII: An application of the maximum transform

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On the maximum transform

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Q4326384

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Computational experiments with a class of dynamic programming algorithms of higher dimensions

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On Conjugate Convex Functions

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A General Formula on the Conjugate of the Difference of Functions

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Elementary results on solutions to the Bellman equation of dynamic programming: existence, uniqueness, and convergence

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An application of Kleene's fixed point theorem to dynamic programming

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Conjugate duality and its implications in dynamic programming

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Conjugate duality and the curse of dimensionality

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Faster than the fast Legendre transform, the linear-time Legendre transform

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The imbedded state approach to reducing dimensionality in dynamic programs of higher dimensions

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Discrete Convex Analysis

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Q5305630

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Q4002751

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Identifiers

zbMATH Open document ID

1441.90173

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DOI

10.1080/10236198.2020.1713770

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

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+Spectral theorem for convex monotone homogeneous maps, and ergodic control
+Normal rank
@@ Property / cites work @@
+Mathematical Programming and the Maximum Transform
+Normal rank
@@ Property / cites work @@
+On the maximum transform and semigroups of transformations
+Normal rank
@@ Property / cites work @@
+Functional equations in the theory of dynamic programming. XII: An application of the maximum transform
+Normal rank
@@ Property / cites work @@
+On the maximum transform
@@ Property / cites work: On the maximum transform / rank @@
+Normal rank
@@ Property / cites work @@
+Q4326384
@@ Property / cites work: Q4326384 / rank @@
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@@ Property / cites work @@
+Computational experiments with a class of dynamic programming algorithms of higher dimensions
+Normal rank
@@ Property / cites work @@
+On Conjugate Convex Functions
@@ Property / cites work: On Conjugate Convex Functions / rank @@
+Normal rank
@@ Property / cites work @@
+A General Formula on the Conjugate of the Difference of Functions
+Normal rank
@@ Property / cites work @@
+Elementary results on solutions to the Bellman equation of dynamic programming: existence, uniqueness, and convergence
+Normal rank
@@ Property / cites work @@
+An application of Kleene's fixed point theorem to dynamic programming
+Normal rank
@@ Property / cites work @@
+Conjugate duality and its implications in dynamic programming
+Normal rank
@@ Property / cites work @@
+Conjugate duality and the curse of dimensionality
@@ Property / cites work: Conjugate duality and the curse of dimensionality / rank @@
+Normal rank
@@ Property / cites work @@
+Faster than the fast Legendre transform, the linear-time Legendre transform
+Normal rank
@@ Property / cites work @@
+The imbedded state approach to reducing dimensionality in dynamic programs of higher dimensions
+Normal rank
@@ Property / cites work @@
+Discrete Convex Analysis
@@ Property / cites work: Discrete Convex Analysis / rank @@
+Normal rank
@@ Property / cites work @@
+Q5305630
@@ Property / cites work: Q5305630 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4002751
@@ Property / cites work: Q4002751 / rank @@
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