This note deals with the manner in which dynamic problems, involving probabilistic constraints, may be tackled using the ideas of Lagrange multipliers and efficient solutions. Both the infinite and ...

Mathematics of Operations Research, Vol. 4, No. 1 (Feb., 1979), pp. 60-69 (10 pages) The policy iteration method of dynamic programming is studied in an abstract setting. It is shown to be equivalent ...

Mathematical programming models include linear programming, quadratic programming, and dynamic programming.