Two characterizations of optimality in dynamic programming (Q1959687)

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Two characterizations of optimality in dynamic programming
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    title
    Two characterizations of optimality in dynamic programming (English)
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    publication date
    7 October 2010
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    zbMATH Keywords
    dynamic programming
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    optimality
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    thriftiness
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    equalization
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    Euler equations
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    envelope equation
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    transversality condition
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    author
    Ioannis Karatzas
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    William D. Sudderth
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    Identifiers

    zbMATH DE Number
    5797121
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    OpenAlex ID
    W2161286856
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