Infinite Horizon Stochastic Programs (Q3767127)

From MaRDI portal
Revision as of 12:12, 5 February 2024 by Import240129110113 (talk | contribs) (Added link to MaRDI item.)
scientific article
Language Label Description Also known as
English
Infinite Horizon Stochastic Programs
scientific article

    Statements

    title
    Infinite Horizon Stochastic Programs (English)
    0 references
    author
    R. C. Grinold
    0 references
    publication date
    1986
    0 references
    zbMATH Keywords
    convex stochastic problem
    0 references
    linear constraints
    0 references
    discrete time infinite horizon stochastic program
    0 references
    sum of discounted expected costs
    0 references
    sequence of solvable finite horizon problems
    0 references
    convergence
    0 references
    Markov chain
    0 references

    Identifiers

    DOI
    10.1137/0324075
    0 references
    zbMATH DE Number
    4025163
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q3767127&oldid=17307646"
    Powered by MediaWiki