New Dynamic Programming Approach to Global Optimization

  • Anna KaźmierczakEmail author
  • Andrzej Nowakowski
Conference paper
Part of the Advances in Intelligent Systems and Computing book series (AISC, volume 991)


The paper deals with the problem of finding the global minimum of a function in a subset of \(\mathbb {R}^{n}\) described by values of solutions to a system of semilinear parabolic equations. We propose a construction of a new dual dynamic programming to formulate a new optimization problem. As a consequence we state and prove a verification theorem for the global minimum and investigate a dual optimal feedback control for the global optimization.


Global optimization Dynamic programming Feedback control 


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Copyright information

© Springer Nature Switzerland AG 2020

Authors and Affiliations

  1. 1.Faculty of Mathematics and Computer ScienceUniversity of LodzLodzPoland

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