Iterative integral versus dynamic programming (Q1179354): Difference between revisions

This paper considers similarity/difference between both integration and optimization processes. The integral operator is linear and monotone. The optimum (maximum or minimum) one is nonlinear and monotone. The counterpart of the Laplace transform in integration is the maximum transform in optimization. As other properties the paper compares iterative integration with maxi-maximization. A comparison states that Bellman's principle of optimality in dynamic programming is essentially equivalent to the ``Maximax theorem'' --- the simultaneous maximum value of real-valued two-variable function is assured by the iterative maximum (max-maximum) one under both monotonicity and recursiveness. From the viewpoint of simultaneous vs. iterative operations, the recursive (iterative) formulae of both integral and optimization problems are derived for three problems: additive one, multiplicative integrand/objective one with additive constraint, and multiplicatively additive one. Furthermore, additive, linear/quadratic, linear, and nonlinear problems are illustrated in detail.