Transforming Stochastic Dynamic Programming Problems into Nonlinear Programs

William T. Ziemba
Additional contact information
William T. Ziemba: The University of British Columbia

Management Science, 1971, vol. 17, issue 7, 450-462

Abstract: 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.

Date: 1971
References: Add references at CitEc
Citations:

Downloads: (external link)
http://dx.doi.org/10.1287/mnsc.17.7.450 (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:inm:ormnsc:v:17:y:1971:i:7:p:450-462

Access Statistics for this article

More articles in Management Science from INFORMS Contact information at EDIRC.
Bibliographic data for series maintained by Chris Asher ().