STOCHASTIC CONCAVE DYNAMIC PROGRAMMING

DOI10.1070/SM1972v016n04ABEH001437zbMath0362.90078OpenAlexW2060565563MaRDI QIDQ4136943

E. B. Dynkin

Publication date: 1973

Published in: Mathematics of the USSR-Sbornik (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1070/sm1972v016n04abeh001437

Mathematics Subject Classification ID

Convex programming (90C25) Stochastic programming (90C15) Trade models (91B60)

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