Dynamic programming and penalty functions

DOI10.1016/0022-247X(90)90123-WzbMATH Open0712.90089MaRDI QIDQ749459FDOQ749459

Authors: D. Kharzeev 

Publication date: 1990

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

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zbMATH Keywords

Minkowski inequalityarithmetic-geometric inequalityaugmentable methodHölder inequality

Mathematics Subject Classification ID

Dynamic programming (90C39) Computational methods for problems pertaining to operations research and mathematical programming (90-08) Inequalities for sums, series and integrals (26D15) Numerical methods of relaxation type (49M20)

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Cited In (5)

• A dynamic penalty function method for the solution of structural optimization problems
• Infinite-horizon deterministic dynamic programming in discrete time: a monotone convergence principle and a penalty method
• Title not available (Why is that?)
• Title not available (Why is that?)
• Solving NLP problems with dynamic system approach based on smoothed penalty function

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