A convex optimization approach to dynamic programming in continuous state and action spaces

DOI10.1007/S10957-020-01747-1zbMath1467.90085arXiv1810.03847OpenAlexW3104081151MaRDI QIDQ831365

Insoon Yang

Publication date: 11 May 2021

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1810.03847

zbMATH Keywords

optimal controlconvex optimizationdynamic programmingstochastic control

Mathematics Subject Classification ID

Convex programming (90C25) Dynamic programming in optimal control and differential games (49L20) Dynamic programming (90C39)

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