STOCHASTIC OPTIMIZATION OF MULTIPLICATIVE FUNCTIONS WITH NEGATIVE VALUE (Q4538103)
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scientific article; zbMATH DE number 1766697
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| English | STOCHASTIC OPTIMIZATION OF MULTIPLICATIVE FUNCTIONS WITH NEGATIVE VALUE |
scientific article; zbMATH DE number 1766697 |
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STOCHASTIC OPTIMIZATION OF MULTIPLICATIVE FUNCTIONS WITH NEGATIVE VALUE (English)
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11 July 2002
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multi-stage stochastic decision type
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Markov bidecision process
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invariant imbedding
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stochastic maximization
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multiplicative function with negative returns
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optimal policy
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bidecision process
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multi-stage stochastic decision tree
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0.8574886
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0.8530844
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0.8517029
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