Condizioni di convessità nella programmazione dinamica

Marro, Giovanni   ; Rossi, Remo

Atti della Accademia nazionale dei Lincei. Rendiconti della Classe di scienze fisiche, matematiche e naturali, Série 8, Tome 54 (1973) no. 4, pp. 604-614

Résumé

The convexity of return functions in dynamic programming implies the possibility of employing standard procedures of convex programming for the searches of minima of functions which are performed at every stage of the computational procedure. In the present work by means of a geometric approach are derived necessary and sufficient conditions for the convexity of return functions in dynamic optimization problems with bounded states and controls and in presence of isoperimetric constraints.

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