TRANSFORMING STOCHASTIC DYNAMIC PROGRAMMING PROBLEMS INTO NONLINEAR PROGRAMS

被引：9

作者：

ZIEMBA, WT ^{[1
]}

机构：

[1] UNIV BRITISH COLUMBIA,VANCOUVER,BRITISH COLUMBI,CANADA

来源：

MANAGEMENT SCIENCE SERIES A-THEORY | 1971年 / 17卷 / 07期

关键词：

D O I：

10.1287/mnsc.17.7.450

中图分类号：

C93 [管理学];

学科分类号：

12 ; 1201 ; 1202 ; 120202 ;

摘要：

This paper investigates conditions under which stochastic dynamic programs easily reduce to static deterministic programs. The conditions, though strict, are still rich enough to aid in the solution of a number of practical problems.

引用

页码：450 / 462

页数：13

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