Transforming Stochastic Dynamic Programming Problems into Nonlinear Programs

DOI10.1287/mnsc.17.7.450zbMath0223.90030OpenAlexW2122014442MaRDI QIDQ5629439

William T. Ziemba

Publication date: 1971

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

Full work available at URL: https://doi.org/10.1287/mnsc.17.7.450

Mathematics Subject Classification ID

Nonlinear programming (90C30) Stochastic programming (90C15)

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