Fast value iteration: an application of Legendre-Fenchel duality to a class of deterministic dynamic programming problems in discrete time
Author:
Affiliation:
1. School of Business and Finance, University of International Business and Economics, Beijing, People's Republic of China
2. RIEB and CCSS, Kobe University, Kobe, Japan
Publisher
Informa UK Limited
Subject
Applied Mathematics,Algebra and Number Theory,Analysis
Link
https://www.tandfonline.com/doi/pdf/10.1080/10236198.2020.1713770
Reference23 articles.
1. Spectral theorem for convex monotone homogeneous maps, and ergodic control
2. Mathematical Programming and the Maximum Transform
3. On the maximum transform and semigroups of transformations
4. Functional equations in the theory of dynamic programming XII: An application of the maximum transform
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