STOCHASTIC OPTIMIZATION OF MULTIPLICATIVE FUNCTIONS WITH NEGATIVE VALUE

DOI10.15807/JORSJ.41.351MaRDI QIDQ4538103zbMATH OpenOpenAlexFDO

Authors Toshiharu Fujita, Kazuyoshi Tsurusaki

Publication date 11 July 2002

Published in Journal of the Operations Research Society of Japan (Search for Journal in Brave)

Full work available at URL https://doi.org/10.15807/jorsj.41.351

zbMATH Keywords

bidecision processinvariant imbeddingMarkov bidecision processmulti-stage stochastic decision treemulti-stage stochastic decision typemultiplicative function with negative returnsoptimal policystochastic maximization

Mathematics Subject Classification ID

Stochastic programming (90C15)

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