島根大学総合理工学研究科

ISSN:1342-7121

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Use this link to cite this item : https://ir.lib.shimane-u.ac.jp/3352

Memoirs of the Graduate School of Science and Engineering, Shimane University. Series B, Mathematics 31

1998-03 発行

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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.

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