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zbMath0596.90070MaRDI QIDQ3730350

Roger J.-B. Wets, Sjur Didrik Flåm

Publication date: 1986

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

approximation schemes finite horizon approximates infinite horizon, discrete time, stochastic optimization long-term optimal trajectories

Mathematics Subject Classification ID

Stochastic programming (90C15)

Related Items (2)

Aggregation and discretization in multistage stochastic programming ⋮ Approximating infinite horizon stochastic optimal control in discrete time with constraints

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