Conjugate duality and its implications in dynamic programming

DOI10.1016/0895-7177(90)90165-JzbMath0724.90079OpenAlexW2066770906MaRDI QIDQ2277162

Cerry M. Klein

Publication date: 1990

Published in: Mathematical and Computer Modelling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0895-7177(90)90165-j

zbMATH Keywords

convolutionconjugate functionslinear transitionsseparable cost functions

Mathematics Subject Classification ID

Dynamic programming (90C39) Duality theory (optimization) (49N15)

Related Items (1)

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

Cites Work

• The imbedded state approach to reducing dimensionality in dynamic programs of higher dimensions
• On the maximum transform
• Functional equations in the theory of dynamic programming. XII: An application of the maximum transform
• DYNAMIC PROGRAMMING AND LAGRANGE MULTIPLIERS
• On a new functional transform in analysis: The maximum transform
• Mathematical Programming and the Maximum Transform
• Generalized Lagrange Multiplier Method for Solving Problems of Optimum Allocation of Resources
• Geometric Programming
• On Conjugate Convex Functions
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