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Mathematics of the USSR-Sbornik, 1972, Volume 16, Issue 4, Pages 501–515
DOI: https://doi.org/10.1070/SM1972v016n04ABEH001437 (Mi sm3137) 		 
This article is cited in 20 scientific papers (total in 20 papers)

Stochastic concave dynamic programming

E. B. Dynkin
English version PDF (817 kB) Citations (20) Russian version article
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DOI: https://doi.org/10.1070/SM1972v016n04ABEH001437
Abstract: In this paper the methods of stochastic control processes are combined with considerations regarding convexity, which are characteristic for the deterministic models of a developing economy. As a result a stochastic theory is obtained, heavily resembling the deterministic one, but which can also take into account the influence of stochastic factors.
Bibliography: 8 titles.
Received: 04.01.1971 and 13.09.1971
Bibliographic databases:
UDC: 519.2
MSC: Primary 90C15, 90C25; Secondary 90A15
Language: English
Original paper language: Russian
Citation: E. B. Dynkin, “Stochastic concave dynamic programming”, Math. USSR-Sb., 16:4 (1972), 501–515
Citation in format AMSBIB
\Bibitem{Dyn72}
\by E.~B.~Dynkin
\paper Stochastic concave dynamic programming
\jour Math. USSR-Sb.
\yr 1972
\vol 16
\issue 4
\pages 501--515
\mathnet{http://mi.mathnet.ru//eng/sm3137}
\crossref{https://doi.org/10.1070/SM1972v016n04ABEH001437}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=300629}
\zmath{https://zbmath.org/?q=an:0362.90078}
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  • https://www.mathnet.ru/eng/sm/v129/i4/p490
    • This publication is cited in the following 20 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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