On discounted dynamic programming with constraints (Q806686): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On discounted dynamic programming with constraints |
scientific article |
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On discounted dynamic programming with constraints (English)
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1991
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The author considers a discounted dynamic program with constraints. The method of Lagrange multipliers is used to study the existence of optimal (resp. weak optimal) policies.
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discounted dynamic program
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Lagrange multipliers
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