Premium
Stochastische ∞‐staps beslissingsproblemen *)
Author(s) -
Leve G.
Publication year - 1962
Publication title -
statistica neerlandica
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.52
H-Index - 39
eISSN - 1467-9574
pISSN - 0039-0402
DOI - 10.1111/j.1467-9574.1962.tb01088.x
Subject(s) - generalization , mathematics , mathematical economics , state (computer science) , operations research , computer science , mathematical optimization , algorithm , mathematical analysis
Summary: In this paper a survey of known methods for solving stochastic ∞‐stage decision problems is given. In addition a generalization for solving problems in which the state of the system is changing continuously in the course of time is discussed.