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Fast value iteration: an application of Legendre-Fenchel duality to a class of deterministic dynamic programming problems in discrete time - MaRDI portal

Fast value iteration: an application of Legendre-Fenchel duality to a class of deterministic dynamic programming problems in discrete time (Q4960138)

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scientific article; zbMATH DE number 7188823
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Fast value iteration: an application of Legendre-Fenchel duality to a class of deterministic dynamic programming problems in discrete time
scientific article; zbMATH DE number 7188823

    Statements

    Fast value iteration: an application of Legendre-Fenchel duality to a class of deterministic dynamic programming problems in discrete time (English)
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    9 April 2020
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    dynamic programming
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    Legendre-Fenchel transform
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    Bellman operator
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    convex analysis
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