Gradient-Bounded Dynamic Programming with Submodular and Concave extensible Value Functions
نویسندگان
چکیده
منابع مشابه
On submodular value functions of dynamic programming
We investigate in this paper submodular properties of the value function arrizing in complex Dynamic programming (DPs). We consider in particular DPs that include concatenation and linear combinations of standard DP operators, as well as combination of maximizations and minimizations. These DPs have many applications and interpretations, both in stochastic control (and stochastic zero-sum games...
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ژورنال
عنوان ژورنال: IFAC-PapersOnLine
سال: 2020
ISSN: 2405-8963
DOI: 10.1016/j.ifacol.2020.12.337