Increasing Lipschitz continuous maximizers of some dynamic programs

DOI10.1007/BF02283614zbMath0717.90083MaRDI QIDQ2638956

Karl Hinderer

Publication date: 1991

Published in: Annals of Operations Research (Search for Journal in Brave)

zbMATH Keywords

discrete concavitycomputational implicationscontinuous state and action spacediscrete state and action spaceLipschitz continuous maximizersmulti-stage allocationone-stage optimization

Mathematics Subject Classification ID

Inventory, storage, reservoirs (90B05) Dynamic programming (90C39)

Related Items (3)

On polychotomous search problems ⋮ Optimizing Long‐term Hydro‐power Production Using Markov Decision Processes ⋮ A general storage model with applications to energy systems

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