An Observation of Dynamic Programming with Set-valued Translate Maps by Using Some Duality Formulations

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タイトル
An Observation of Dynamic Programming with Set-valued Translate Maps by Using Some Duality Formulations
著者
収録物名
島根大学総合理工学部紀要. シリーズB
31
開始ページ 81
終了ページ 96
収録物識別子
ISSN 13427121
内容記述
抄録・要旨
A dynamic programming problem that each state at some stage is chosen from a set decided by the state and action at the last stage, in other words, translate maps are set-valued maps, is considered and investigated. To solve the problem, two roles of choice of next stage are introduced; one is to the player's advantage, and the other is disadvangate. Also, two duality formulations based on Fenchel-Rockafellar duality [7] and Kanniappan duality [6] for such dynamic programming problem are defined and observed.
主題
Dynamic Programming
Duality
Nonlinear Optimization
Set-Valued Maps
言語
英語
資源タイプ 紀要論文
出版者
島根大学総合理工学部
発行日 1998-03
出版タイプ Version of Record(出版社版。早期公開を含む)
アクセス権 オープンアクセス
関連情報
[NCID] AA11157123