Characterization of optimal plans for stochastic dynamic programs
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Publication:1838903
DOI10.1016/0022-0531(82)90059-XzbMath0509.90021MaRDI QIDQ1838903
Maureen O'Hara, David A. Easley, Lawrence E. Blume
Publication date: 1982
Published in: Journal of Economic Theory (Search for Journal in Brave)
stochastic dynamic programmingimplicit function theoremfinite and infinite horizon problemscharacterization of optimal plansone sector infinite horizon growth problem under uncertainty
Applications of mathematical programming (90C90) Stochastic programming (90C15) Dynamic programming (90C39) Economic growth models (91B62)
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