EXISTENCE WITHOUT EXPLICIT COMPACTNESS IN STOCHASTIC DYNAMIC-PROGRAMMING

被引：5
作者：
BALDER, EJ
机构：
来源：
MATHEMATICS OF OPERATIONS RESEARCH | 1992年 / 17卷 / 03期
关键词：
DYNAMIC PROGRAMMING; EXPECTED UTILITY CRITERION; COERCIVITY CONDITIONS; VARIATIONAL PROBLEMS;
D O I：
10.1287/moor.17.3.572
中图分类号：
C93 [管理学]; O22 [运筹学];
学科分类号：
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要：
A new kind of existence result for stochastic dynamic programming, without explicit compactness conditions, is obtained by working with a new coercivity condition for the reward functions.
引用
收藏
页码：572 / 580
页数：9
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