CONDITIONS FOR THE EXISTENCE OF DECISION HORIZONS FOR DISCOUNTED PROBLEMS IN A STOCHASTIC ENVIRONMENT - A NOTE

被引：10

作者：

SETHI, S ^{[1
]}

BHASKARAN, S ^{[1
]}

机构：

[1] UNIV PITTSBURGH,GRAD SCH BUSINESS,PITTSBURGH,PA 15260

来源：

OPERATIONS RESEARCH LETTERS | 1985年 / 4卷 / 02期

基金：

加拿大自然科学与工程研究理事会;

关键词：

DISCOUNTED PROBLEMS - EXISTENCE OF DECISION HORIZONS - STOCHASTIC ENVIRONMENT;

D O I：

10.1016/0167-6377(85)90033-1

中图分类号：

C93 [管理学]; O22 [运筹学];

学科分类号：

070105 ; 12 ; 1201 ; 1202 ; 120202 ;

摘要：

(Edited Abstract)

引用

页码：61 / 64

页数：4

共 11 条

[1]

Bartle R., 1964, ELEMENTS REAL ANAL

[2] CONDITIONS FOR THE EXISTENCE OF PLANNING-HORIZONS [J].

BEAN, JC ;

SMITH, RL .

MATHEMATICS OF OPERATIONS RESEARCH, 1984, 9 (03) :391-401

[3]

BES C, 1985, STRONG DECISION FORE

[4]

BHASKARAN S, 1985, UNPUB OPTIMAL CONTRO

[5]

Blackwell D., 1965, ANN MATH STAT, V36, P226

[6]

DENARDO EV, 1971, ANN MATH STATIST, V4, P477

[7] ON SEQUENTIAL DECISIONS AND MARKOV-CHAINS [J].

DERMAN, C .

MANAGEMENT SCIENCE, 1962, 9 (01) :16-24

[8]

Fleming W.H., 1975, DETERMINISTIC STOCHA

[9]

Kushner Harold, 1971, INTRO STOCHASTIC CON

[10] INFINITE HORIZON NONSTATIONARY STOCHASTIC OPTIMAL-CONTROL PROBLEM - A PLANNING HORIZON RESULT [J].

LASSERRE, JB ;

BES, C .

IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 1984, 29 (09) :836-837

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