Complementary Slackness and Dynamic Programming

DOI10.1137/1025047MaRDI QIDQ3669198zbMATH OpenOpenAlexFDO

Authors Morton Klein

Publication date 1983

Published in SIAM Review (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/1025047

zbMATH Keywords

complementary slacknessdeterministic infinite horizon dynamic programming problemdiscounted costfinite stateoptimal policypolicy iteration method

Mathematics Subject Classification ID

Linear programming (90C05) Dynamic programming (90C39)

Cited in

(1)

• Robust discriminative clustering with sparse regularizers

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