Dynamic certainty equivalents in production smoothing theory

DOI10.1080/00207727508941822zbMath0348.90080OpenAlexW1967396141MaRDI QIDQ4118971

Christoph A. Schneeweiß

Publication date: 1975

Published in: International Journal of Systems Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207727508941822

Mathematics Subject Classification ID

Production models (90B30) Estimation and detection in stochastic control theory (93E10) Applications of renewal theory (reliability, demand theory, etc.) (60K10)

Related Items (5)

Simulation of linear decision rules ⋮ Suboptimal policies for stochastic cash balance problems ⋮ Linear decision rules for cash-balancing and inventory problems ⋮ Informetric analysis of dynamic decision rules in applied economic models: a selective survey ⋮ A stochastic optimal control approach to a class of production and inventory problems

Cites Work

• Dynamic Programming Under Uncertainty with a Quadratic Criterion Function
• A Note on Certainty Equivalence in Dynamic Planning

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