Generalized Envelope Theorems: Applications to Dynamic Programming.

Olivier F. Morand Kevin L. Reffett Suchismita Tarafdar

Published in: J. Optim. Theory Appl. (2018)

Keyphrases

dynamic programming
state space
greedy algorithm
information systems
reinforcement learning
objective function
single machine
stereo matching
set valued
neural network
piecewise linear
optimal control
optimal policy
np hard
hidden markov models
lower bound
machine learning