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eng
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Description
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.
Subject
Dynamic Programming
Duality
Nonlinear Optimization
Set-Valued Maps
Journal Title
島根大学総合理工学部紀要. シリーズB
Volume
31
Start Page
81
End Page
96
ISSN
13427121
Published Date
1998-03
NCID
AA11157123
Publisher
島根大学総合理工学部
NII Type
Departmental Bulletin Paper
Format
PDF
Text Version
出版社版
OAI-PMH Set
Interdisciplinary Graduate School of Science and Engineering
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