Complementary Slackness and Dynamic Programming

DOI10.1137/1025047zbMath0518.90090OpenAlexW2030110267MaRDI QIDQ3669198

Morton Klein

Publication date: 1983

Published in: SIAM Review (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/1025047

zbMATH Keywords

optimal policydiscounted costcomplementary slacknessfinite statepolicy iteration methoddeterministic infinite horizon dynamic programming problem

Mathematics Subject Classification ID

Linear programming (90C05) Dynamic programming (90C39)

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