Structural Properties of Stochastic Dynamic Programs

DOI10.1287/opre.50.5.796.365zbMath1163.90685MaRDI QIDQ3635139

Kevin F. McCardle, James E. Smith

Publication date: 3 July 2009

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

Full work available at URL: https://semanticscholar.org/paper/f4f24c42acf4b2d2421b2a28695543e1ac6e3523

Mathematics Subject Classification ID

90C15: Stochastic programming

90C39: Dynamic programming

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