Fast value iteration : an application of Legendre-Fenchel duality to a class of deterministic dynamic programming problems in discrete time
Ronaldo Carpio, Takashi Kamihigashi
| Year of publication: |
December 17, 2019
|
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| Authors: | Carpio, Ronaldo ; Kamihigashi, Takashi |
| Publisher: |
Kobe, Japan : Research Institute for Economics and Business Administration, Kobe University |
| Subject: | dynamic programming | Legendre-Fenchel transform | Bellman operator | convex analysis | Mathematische Optimierung | Mathematical programming | Dynamische Optimierung | Dynamic programming | Theorie | Theory |
| Extent: | 15 Blätter Illustrationen |
|---|---|
| Series: | Discussion paper series / Research Institute for Economics and Business Administration, Kobe University. - Kobe, ISSN 1345-2207, ZDB-ID 2200584-5. - Vol. DP 2019, 24 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Notes: | Erscheint auch als Online-Ausgabe |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012161862