Increasing Lipschitz continuous maximizers of some dynamic programs

DOI10.1007/BF02283614MaRDI QIDQ2638956zbMATH OpenFDO

Authors K. Hinderer

Publication date 1991

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

Full work available at URL https://doi.org/10.1007/BF02283614

zbMATH Keywords

computational implicationscontinuous state and action spacediscrete concavitydiscrete state and action spaceLipschitz continuous maximizersmulti-stage allocationone-stage optimization

Mathematics Subject Classification ID

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

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Cited in

(6)

• On polychotomous search problems
• A general storage model with applications to energy systems
• Lipschitz continuous dynamic programming with discount II
• Lipschitz continuous dynamic programming with discount
• Optimizing Long‐term Hydro‐power Production Using Markov Decision Processes
• scientific article; zbMATH DE number 949660 (Why is no real title available?)

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