Conjugate duality and its implications in dynamic programming

DOI10.1016/0895-7177(90)90165-JMaRDI QIDQ2277162zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

convolutionconjugate functionslinear transitionsseparable cost functions

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 3718880 (Why is no real title available?)
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• Functional equations in the theory of dynamic programming. XII: An application of the maximum transform
• Generalized Lagrange Multiplier Method for Solving Problems of Optimum Allocation of Resources
• Geometric Programming
• Mathematical Programming and the Maximum Transform
• On Conjugate Convex Functions
• On a new functional transform in analysis: The maximum transform
• On the maximum transform
• The imbedded state approach to reducing dimensionality in dynamic programs of higher dimensions

Cited in

(4)

• Fast value iteration: an application of Legendre-Fenchel duality to a class of deterministic dynamic programming problems in discrete time
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• On the connections between PCTL and dynamic programming
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