
arXiv: 2308.02148
We introduce a framework that represents a dynamic program as a family of operators acting on a partially ordered set. We provide an optimality theory based only on order-theoretic assumptions and show how applications across almost all subfields of dynamic programming fit into this framework. These range from traditional dynamic programs to those involving nonlinear recursive preferences, desire for robustness, function approximation, Monte Carlo sampling and distributional dynamic programs. We apply the framework to establish new optimality and algorithmic results for specific applications.
General theory of functional equations and inequalities, Banach lattices, dynamic programming, Bellman equation, partial orders, Partial orders, general, Optimization and Control (math.OC), FOS: Mathematics, Optimality conditions for problems in abstract spaces, Mathematics - Optimization and Control
General theory of functional equations and inequalities, Banach lattices, dynamic programming, Bellman equation, partial orders, Partial orders, general, Optimization and Control (math.OC), FOS: Mathematics, Optimality conditions for problems in abstract spaces, Mathematics - Optimization and Control
| selected citations These citations are derived from selected sources. This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically). | 0 | |
| popularity This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network. | Average | |
| influence This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically). | Average | |
| impulse This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network. | Average |
