Iterative maximization subject to stochastic constraints

DOI10.1016/0022-247X(78)90026-4zbMath0403.93052MaRDI QIDQ1256425

David Lowell Lovelady

Publication date: 1978

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

zbMATH Keywords

Iterative MaximizationStochastic Constraints

Mathematics Subject Classification ID

Applications of statistics in engineering and industry; control charts (62P30) Stochastic programming (90C15) Optimal stochastic control (93E20) Numerical methods in optimal control (49M99)

Cites Work

• Growth transformations for functions on manifolds
• A system of ordinary differential equations and a procedure for maximization
• An inequality with applications to statistical estimation for probabilistic functions of Markov processes and to a model for ecology