Transforming Stochastic Dynamic Programming Problems into Nonlinear Programs
This paper investigates conditions under which stochastic dynamic programs easily reduce to static deterministic programs. The conditions, though strict, are still rich enough to aid in the solution of a number of practical problems.
Year of publication: |
1971
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Authors: | Ziemba, William T. |
Published in: |
Management Science. - Institute for Operations Research and the Management Sciences - INFORMS, ISSN 0025-1909. - Vol. 17.1971, 7, p. 450-462
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Publisher: |
Institute for Operations Research and the Management Sciences - INFORMS |
Saved in:
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