@inproceedings{cb54f6c58d7d4765b950aef4decad7f4,
title = "Solving multistage decision problems with non-separable performance indices via successive approximation",
abstract = "This paper presents a successive approximation algorithm for solving a class of deterministic multistage decision problems with general performance indices, which cover both separable and nonseparable objective functions. Convergence of the algorithm is proved under certain conditions. The constraint qualification for the problems considered is also discussed. Since only a trajectory is needed to be stored in each iteration, the method can be used to solve some high dimensional dynamic programming problems. The algorithm implementation and numerical results are presented and future research is discussed.",
author = "Zuo, {Zhao Qin} and Zhou, {Meng Chu}",
note = "Publisher Copyright: {\textcopyright} 1992 IEEE.; IEEE International Conference on Systems, Man, and Cybernetics, SMC 1992 ; Conference date: 18-10-1992 Through 21-10-1992",
year = "1992",
doi = "10.1109/ICSMC.1992.271565",
language = "English (US)",
series = "Conference Proceedings - IEEE International Conference on Systems, Man and Cybernetics",
publisher = "Institute of Electrical and Electronics Engineers Inc.",
pages = "1526--1531",
booktitle = "1992 IEEE International Conference on Systems, Man, and Cybernetics",
address = "United States",
}