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Infinite Horizon Stochastic Programs - MaRDI portal

Infinite Horizon Stochastic Programs (Q3767127)

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Infinite Horizon Stochastic Programs
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    title
    Infinite Horizon Stochastic Programs (English)
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    DOI
    10.1137/0324075
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    author
    R. C. Grinold
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    publication date
    1986
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    zbMATH DE Number
    4025163
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    zbMATH Keywords
    convex stochastic problem
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    linear constraints
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    discrete time infinite horizon stochastic program
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    sum of discounted expected costs
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    sequence of solvable finite horizon problems
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    convergence
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    Markov chain
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    OpenAlex ID
    W1993552239
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