介绍自适应凸包络
Introducing the Adaptive Convex Enveloping
摘要：
凸性在数学规划中具有重要的意义，但在动态规划中却没有引起足够的重视。本文给出了cost to go函数凸性的判定条件，并介绍了一种求解具有多变量连续状态和动作的凸动态规划的精确、快速和可靠的算法--自适应凸包络算法。这是对我论文中创建和使用的核心技术的简短介绍，因此与完整的期刊论文相比，它不那么正式，并且缺少一些部分，例如文献综述和参考文献。
英文摘要：
Convexity, though extremely important in mathematical programming, has not drawn enough attention in the field of dynamic programming. This paper gives conditions for verifying convexity of the cost-to-go functions, and introduces an accurate, fast and reliable algorithm for solving convex dynamic programs with multivariate continuous states and actions, called Adaptive Convex Enveloping. This is a short introduction of the core technique created and used in my dissertation, so it is less formal, and misses some parts, such as literature review and reference, compared to a full journal paper.
机构、总结、中文摘要均由AI分析而来，可能存在错误，请以论文正文为准。
