Fast value iteration: an application of Legendre-Fenchel duality to a class of deterministic dynamic programming problems in discrete time
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Publication:4960138
DOI10.1080/10236198.2020.1713770zbMath1441.90173OpenAlexW3004090391MaRDI QIDQ4960138
Ronaldo Carpio, Takashi Kamihigashi
Publication date: 9 April 2020
Published in: Journal of Difference Equations and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10236198.2020.1713770
Dynamic programming (90C39) Applications of functional analysis in optimization, convex analysis, mathematical programming, economics (46N10)
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