Stochastic convexity in dynamic programming
Alp E. Atakan
| Year of publication: |
2003
|
|---|---|
| Authors: | Atakan, Alp |
| Published in: |
Economic theory : official journal of the Society for the Advancement of Economic Theory. - Berlin : Springer, ISSN 0938-2259, ZDB-ID 1059110-2. - Vol. 22.2003, 2, p. 447-455
|
| Subject: | Dynamische Optimierung | Dynamic programming | Stochastischer Prozess | Stochastic process | Markov-Kette | Markov chain | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001778652