A Generalized Discrete Dynamic Programming Model

DOI10.1287/mnsc.20.7.1092zbMath0326.90066OpenAlexW2102249703MaRDI QIDQ4091735

R. C. Grinold

Publication date: 1974

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

Full work available at URL: https://doi.org/10.1287/mnsc.20.7.1092

Mathematics Subject Classification ID

Integer programming (90C10) Markov and semi-Markov decision processes (90C40) Mathematical programming (90C99) Hamilton-Jacobi theories (49L99)

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Solving stochastic dynamic programming problems by linear programming — An annotated bibliography

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