Negative dynamic programming with non-additively time-separable objective

DOI10.23952/COT.2025.33MaRDI QIDQ6978770zbMATH OpenFDO

Authors Luigi Montrucchio, Fabio Privileggi

Publication date 27 May 2025

Published in Communications in Optimization Theory (Search for Journal in Brave)

Full work available at URL https://doi.org/10.23952/COT.2025.33

zbMATH Keywords

Bellman equationnegative dynamic programmingnon-additive recursive objectivestrongly concave functionals

Mathematics Subject Classification ID

Convex programming (90C25) Dynamic programming (90C39)

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