BACKWARD, FORWARD AND BACKWARD-FORWARD DYNAMIC PROGRAMMING MODELS UNDER COMMUTATIVITY CONDITIONS.

Sergio Verdu, H. Vincent Poor

Research output: Contribution to journalConference article

7 Scopus citations

Abstract

Several authors have proposed abstract dynamic programming models encompassing a wide variety of sequential optimization problems. The abstract operator model for finite-horizon backward and forward problems is presented. Several sufficient conditions are shown to ensure the validity of the dynamic programming iteration. The formulation and analysis of the abstract backward-forward operator model are presented, along with its application to minimum probability-of-error detection in a general setting.

Original languageEnglish (US)
Pages (from-to)1081-1086
Number of pages6
JournalProceedings of the IEEE Conference on Decision and Control
DOIs
StatePublished - 1984

All Science Journal Classification (ASJC) codes

  • Control and Systems Engineering
  • Modeling and Simulation
  • Control and Optimization

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