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Is this a very crude summary of Pontryagin's principle? Basically, you use Lagrange multipliers to solve a constrained optimization. In contrast, dynamic progr
by jkabrg 8y ago
Is this a very crude summary of Pontryagin's principle? Basically, you use Lagrange multipliers to solve a constrained optimization.
In contrast, dynamic programming is based on stitching together optimal sub-solutions.