Convex dynamic programming with (bounded) recursive utility.
Gaetano BloiseYiannis VailakisPublished in: J. Econ. Theory (2018)
Keyphrases
- dynamic programming
- strictly convex
- piecewise linear
- utility function
- continuous functions
- state space
- linear programming
- convex optimization
- greedy algorithm
- reinforcement learning
- stereo matching
- convex hull
- dp matching
- database
- differential privacy
- sequence alignment
- expected utility
- optimal control
- linear program
- multiresolution
- decision trees
- data sets