DISCRETE STOCHASTIC SEQUENTIAL PROGRAMMING: A PRIMER
Jeffrey Apland () and
Harry Kaiser ()
No 13545, Staff Papers from University of Minnesota, Department of Applied Economics
The purpose of this paper is to present an overview of discrete stochastic sequential programming and to illustrate the technique through a numerical example. The application of the technique to empirical problems involving decision making will be briefly discussed and an empirical application will be summarized.
Keywords: Research; Methods/; Statistical; Methods (search for similar items in EconPapers)
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