Two characterizations of optimality in dynamic programming
type: Item
instance of: scholarly article
title: Two characterizations of optimality in dynamic programming
zbMATH Open document ID: 1196.49023
published in: Applied Mathematics and Optimization
publication date: 2010-10-07T00:00:00Z
Mathematics Subject Classification ID: 49L20
Mathematics Subject Classification ID: 49K10
zbMATH DE Number: 5797121
zbMATH Keywords: dynamic programming
zbMATH Keywords: optimality
zbMATH Keywords: thriftiness
zbMATH Keywords: equalization
zbMATH Keywords: Euler equations
zbMATH Keywords: envelope equation
zbMATH Keywords: transversality condition
author: Ioannis Karatzas
author: William D. Sudderth
MaRDI profile type: Publication
full work available at URL: s00245-009-9093-x
OpenAlex ID: W2161286856
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DOI: 10.1007/S00245-009-9093-X
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description: scientific article; zbMATH DE number 5797121