Dynamic programming with value convexity
DOI10.1016/J.AUTOMATICA.2021.109641zbMATH Open1486.90205OpenAlexW3153232464MaRDI QIDQ2665320FDOQ2665320
Authors: Guanlong Ren, John Stachurski 
Publication date: 19 November 2021
Published in: Automatica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.automatica.2021.109641
Recommendations
Dynamic programming (90C39) Discrete-time Markov processes on general state spaces (60J05) Dynamic programming in optimal control and differential games (49L20) Markov and semi-Markov decision processes (90C40) Discrete-time control/observation systems (93C55)
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Cited In (17)
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- On the dynamic programming approach to incentive constraint problems
- ON THE CONVEXITY OF VALUE FUNCTIONS FOR A CERTAIN CLASS OF STOCHASTIC DYNAMIC PROGRAMMING PROBLEM
- Dynamic programming with convexity, concavity and sparsity
- Title not available (Why is that?)
- An application of Kleene's fixed point theorem to dynamic programming
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