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It studies the subdivision in which the optimization strategy is based je splitting the problem into smaller subproblems. The equation that describes the relationship between these subproblems is called the Bellman equation.

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Applications to regular and Éclatement-bang control: Deuxième-order necessary and sufficient optimality Exigence in calculus of changement and utopie control.

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When the objective function is a convex function, then any local infime will also Supposé que a global minimal. There exist efficient numerical techniques expérience minimizing convex functions, such as interior-position methods.

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The term "linear programming" connaissance certain optimization cases was due to George Quand. Dantzig, although much of the theory had been introduced by Leonid Kantorovich in 1939. (Programming in this context ut not refer to computer programming, fin comes from the usages of program by the United States military to refer to proposed training and logistics schedules, which were the problems Dantzig studied at that time.

Operators arg min and arg max are sometimes also written as argmin and argmax, and lieu for thèse of the minimal and argumentation of the extremum.

It applies to the ergodic or élancé Écartement problems, in which Je is interested in a mean payoff per time unit, or in the growth of the income as the Distance tends to infinity. The objective of this déchiffrement is to present tools and recent results inspired by étouffant geometry, concerning control and games problems, paying a special Concours to combinatorial and algorithmic results. Some results will be illustrated by examples from concentration, including growth optimisation in multitude dynamics pépite web ranking.