On discounted dynamic programming with constraints (Q806686)
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scientific article; zbMATH DE number 4207245
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | On discounted dynamic programming with constraints |
scientific article; zbMATH DE number 4207245 |
Statements
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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0.97143316
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0.9345709
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0.91152275
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0.9105654
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0.90923786
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0.90825963
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