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- W2017704422 abstract "In this paper, a discounted dynamic programming problem with convex constraints is investigated. In many cases, it seems to be difficult to search directly for an optimal policy. Here, we introduce the Lagrangian programming problem corresponding to the original one. Then, we prove the existence of an optimal solution for the Lagrangian problem. Moreover, by perturbing the original problem, we develop the Lagrangian duality." @default.
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- W2017704422 date "1991-02-01" @default.
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- W2017704422 title "On discounted dynamic programming with constraints" @default.
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- W2017704422 doi "https://doi.org/10.1016/0022-247x(91)90037-z" @default.
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