Conjugate duality and its implications in dynamic programming

DOI10.1016/0895-7177(90)90165-JzbMATH Open0724.90079OpenAlexW2066770906MaRDI QIDQ2277162FDOQ2277162

Authors: C. M. Klein 

Publication date: 1990

Published in: Mathematical and Computer Modelling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0895-7177(90)90165-j

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zbMATH Keywords

convolutionconjugate functionslinear transitionsseparable cost functions

Mathematics Subject Classification ID

Dynamic programming (90C39) Duality theory (optimization) (49N15)

Cites Work

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• On Conjugate Convex Functions
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• Generalized Lagrange Multiplier Method for Solving Problems of Optimum Allocation of Resources
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• Geometric Programming
• Mathematical Programming and the Maximum Transform
• On the maximum transform
• On a new functional transform in analysis: The maximum transform
• DYNAMIC PROGRAMMING AND LAGRANGE MULTIPLIERS
• The imbedded state approach to reducing dimensionality in dynamic programs of higher dimensions
• Functional equations in the theory of dynamic programming. XII: An application of the maximum transform

Cited In (4)

• Fast value iteration: an application of Legendre-Fenchel duality to a class of deterministic dynamic programming problems in discrete time
• Title not available (Why is that?)
• On the connections between PCTL and dynamic programming
• Conjugate duality and the curse of dimensionality

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