Dynamic Programming with Linear Uncertainty

H. J. Greenberg
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H. J. Greenberg: The Johns Hopkins University, Baltimore, Maryland

Operations Research, 1968, vol. 16, issue 3, 675-678

Abstract: If a dynamic program has uncertainties of linear form in the constraint or objective function, a problem may be formulated to take this into account. This new problem, under certain assumptions, will be solvable by dynamic programming with a larger state space.

Date: 1968
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