Solutions fiables à horizon fini d'un problème stoehastique de recherche optimale sous contrainte

DOI10.1080/02331938608843144zbMath0606.90066OpenAlexW2022074222MaRDI QIDQ3745608

Colette Andrieu

Publication date: 1986

Published in: Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331938608843144

zbMATH Keywords

infinite horizonoptimal search problem under constraintsreliable solutions in finite horizon

Mathematics Subject Classification ID

Search theory (90B40)

Cites Work

• On the extension of von Neumann-Aumann's theorem
• Optimal Consumption over Time when Prices and Interest Rates Follow a Markovian Process

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