  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.
