𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Non-concave dynamic programming

✍ Scribed by Kevin D. Cotter; Jee-Hyeong Park


Book ID
116421200
Publisher
Elsevier Science
Year
2006
Tongue
English
Weight
99 KB
Volume
90
Category
Article
ISSN
0165-1765

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


Parametric concavity in stochastic dynam
✍ Ganesh Janakiraman; Sridhar Seshadri πŸ“‚ Article πŸ“… 2011 πŸ› Elsevier Science 🌐 English βš– 209 KB

We study a family of dynamic programs that are characterized by a deterministic vector of cost parameters. We show that if the single period cost function is concave with respect to this vector, then the optimal costs of the family of dynamic programs are also concave in the vector of costs. We also

Quasi-Concave Programming
✍ Kenneth J. Arrow and Alain C. Enthoven πŸ“‚ Article πŸ“… 1961 πŸ› John Wiley and Sons 🌐 English βš– 538 KB
On non-serial dynamic programming
✍ Umberto BertelΓ¨; Francesco Brioschi πŸ“‚ Article πŸ“… 1973 πŸ› Elsevier Science 🌐 English βš– 552 KB