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- W3122143669 abstract "This paper brings together the theory of duality and dynamic programming. Despite the interest in this theory partially comes form the computational advantages that the application of the theory might convey, this paper is not about numerical methods or computational procedures. It shows theorems that derive the corresponding Bellman principle in dual problems. We show that the Bellman principle may fail in certain cases due to the use of the 'wrong' state variables the dual approach implies." @default.
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- W3122143669 date "2008-01-01" @default.
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- W3122143669 title "The Dual Approach to Recursive Optimization" @default.
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