A class of nonseparable dynamic programming problems

DOI10.1007/BF00938467zbMath0591.90079MaRDI QIDQ1075255

Moshe Sniedovich

Publication date: 1987

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

zbMATH Keywords

dynamic programming; c-programming; solution procedure; deterministic sequential decision; minimum variance type problem

Mathematics Subject Classification ID

65K05: Numerical mathematical programming methods

90C30: Nonlinear programming

49M37: Numerical methods based on nonlinear programming

90C39: Dynamic programming

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Cites Work

• C-programming problems: A class of non-linear optimization problems
• Analysis of a class of proxy problems
• C-programming. An outline
• Stochastic spanning tree problem
• A polynomial time algorithm for a chance-constrained single machine scheduling problem