Dynamic programming for a stochastic Markovian process with an application to the mean variance models
Juval Goldwerger
| Year of publication: |
1977
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|---|---|
| Authors: | Goldwerger, Juval |
| Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Catonsville, MD : INFORMS, ISSN 0025-1909, ZDB-ID 206345-1. - Vol. 23.1977, 6, p. 612-660
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| Subject: | Programming |
| Type of publication: | Article |
|---|---|
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002528927