Stochastic optimization of forward recursive functions

DOI10.1016/j.jmaa.2003.11.045zbMath1176.90441MaRDI QIDQ1826762

Seiichi Iwamoto

Publication date: 6 August 2004

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmaa.2003.11.045

Mathematics Subject Classification ID

90C29: Multi-objective and goal programming

90C15: Stochastic programming

93E20: Optimal stochastic control

Related Items

Multi-policy improvement in stochastic optimization with forward recursive function criteria

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