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Conjugate duality and the curse of dimensionality

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  • Klein, C. M.
  • Morin, T. L.

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Suggested Citation

  • Klein, C. M. & Morin, T. L., 1991. "Conjugate duality and the curse of dimensionality," European Journal of Operational Research, Elsevier, vol. 50(2), pages 220-228, January.
  • Handle: RePEc:eee:ejores:v:50:y:1991:i:2:p:220-228
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    Cited by:

    1. Ronaldo Carpio & Takashi Kamihigashi, 2019. "Fast Value Iteration: An Application of Legendre-Fenchel Duality to a Class of Deterministic Dynamic Programming Problems in Discrete Time," Discussion Paper Series DP2019-24, Research Institute for Economics & Business Administration, Kobe University.
    2. Ronaldo Carpio & Takashi Kamihigashi, 2015. "Fast Bellman Iteration: An Application of Legendre-Fenchel Duality to Infinite-Horizon Dynamic Programming in Discrete Time," Discussion Paper Series DP2015-11, Research Institute for Economics & Business Administration, Kobe University.
    3. Ronaldo Carpio & Takashi Kamihigashi, 2016. "Fast Bellman Iteration: An Application of Legendre-Fenchel Duality to Deterministic Dynamic Programming in Discrete Time," Discussion Paper Series DP2016-04, Research Institute for Economics & Business Administration, Kobe University.
    4. Klein, C. M., 1995. "A submodular approach to discrete dynamic programming," European Journal of Operational Research, Elsevier, vol. 80(1), pages 147-155, January.

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