Dual-based methods for solving infinite-horizon nonstationary deterministic dynamic programs

DOI10.1007/S10107-020-01478-1zbMATH Open1465.90115OpenAlexW3007764701MaRDI QIDQ2020606FDOQ2020606

Authors: Christopher Thomas Ryan, Robert L. Smith 

Publication date: 23 April 2021

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10107-020-01478-1

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zbMATH Keywords

primal-dual algorithminfinite network flow problemsdual-based methodsdual-ascent method

Mathematics Subject Classification ID

Linear programming (90C05) Programming involving graphs or networks (90C35) Dynamic programming (90C39)

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Cited In (1)

• Dual Ascent and Primal-Dual Algorithms for Infinite-Horizon Nonstationary Markov Decision Processes

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