On a Class of Stochastic Optimization Problems with a Specified Growth Pattern

DOI10.1287/mnsc.20.2.236zbMath0304.90087MaRDI QIDQ4060739

Masao Nakamura

Publication date: 1973

Published in: Management Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/mnsc.20.2.236

Mathematics Subject Classification ID

90C15: Stochastic programming

60J10: Markov chains (discrete-time Markov processes on discrete state spaces)

90C40: Markov and semi-Markov decision processes

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