Stochastic convexity in dynamic programming (Q1408956)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Stochastic convexity in dynamic programming |
scientific article; zbMATH DE number 1986291
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic convexity in dynamic programming |
scientific article; zbMATH DE number 1986291 |
Statements
Stochastic convexity in dynamic programming (English)
0 references
28 September 2003
0 references
Dynamic programming
0 references
Stochastic dominance
0 references
Concave value function
0 references
Differentiable value function
0 references
0.9321466
0 references
0.9305555
0 references
0.9259349
0 references
0.92472535
0 references
0.92062867
0 references
0.9179266
0 references
