Envelope theorems in dynamic programming

DOI10.1023/A:1010978103974zbMath0996.90079OpenAlexW2132281189MaRDI QIDQ5948188

Fuan Zhao, Adi Ben-Israel

Publication date: 31 October 2001

Published in: Annals of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1010978103974

zbMATH Keywords

resource allocationenvelope theoremlinear-quadratic control

Mathematics Subject Classification ID

Sensitivity, stability, parametric optimization (90C31) Dynamic programming (90C39) Linear-quadratic optimal control problems (49N10) Resource and cost allocation (including fair division, apportionment, etc.) (91B32)

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