Iterative integral versus dynamic programming

DOI10.1016/0898-1221(91)90104-CMaRDI QIDQ1179354zbMATH OpenOpenAlexFDO

Authors Seiichi Iwamoto

Publication date 26 June 1992

Published in Computers & Mathematics with Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0898-1221(91)90104-c

zbMATH Keywords

iterative integralLaplace transform in integrationlinear integralmaximum transform in optimizationsequential optimization

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Linear-quadratic optimal control problems (49N10)

Review text

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.

Recommendations

• scientific article; zbMATH DE number 1214990
• Generalized dynamic programming and its applications
• Generalized dynamic programming. General points

Cites work

• Composition Principles for Synthesis of Optimal Multistage Processes
• Functional equations in the theory of dynamic programming. XII: An application of the maximum transform
• scientific article; zbMATH DE number 3126094 (Why is no real title available?)
• scientific article; zbMATH DE number 3718842 (Why is no real title available?)
• scientific article; zbMATH DE number 4128671 (Why is no real title available?)
• scientific article; zbMATH DE number 3073200 (Why is no real title available?)
• Inverse theorem in dynamic programming. II
• Inverse theorem in dynamic programming. III
• Mathematical Programming and the Maximum Transform
• On a new functional transform in analysis: The maximum transform
• On the maximum transform
• On the maximum transform and semigroups of transformations
• Reverse function, reverse program, and reverse theorem in mathematical programming
• Sequential minimaxization under dynamic programming structure

Cited in

(2)

• Stochastic optimization of forward recursive functions
• Parametric (Co)Iteration vs. Primitive Direcursion

This page was built for publication: Iterative integral versus dynamic programming

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1179354)