Infinite Horizon Stochastic Programs (Q3767127)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Infinite Horizon Stochastic Programs |
scientific article |
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Infinite Horizon Stochastic Programs (English)
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1986
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convex stochastic problem
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linear constraints
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discrete time infinite horizon stochastic program
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sum of discounted expected costs
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sequence of solvable finite horizon problems
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convergence
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Markov chain
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