scientific article; zbMATH DE number 3799545

zbMATH Open0506.93076MaRDI QIDQ4744178FDOQ4744178

Authors: Stanley R. Pliska 

Publication date: 1982

Title of this publication is not available (Why is that?)

zbMATH Keywords

dualitydiscrete time stochastic control problems

Mathematics Subject Classification ID

Convex programming (90C25) Stochastic programming (90C15) Existence of optimal solutions to problems involving randomness (49J55) Discrete-time control/observation systems (93C55) Optimal stochastic control (93E20) Duality theory (optimization) (49N15)

Cited In (1)

• A martingale characterization of the price of a nonrenewable resource with decisions involving uncertainty

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4744178)