Stochastic optimization of forward recursive functions-Reference-Cited by-同舟云学术

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Stochastic optimization of forward recursive functions

Published:2004-04 Issue:1 Volume:292 Page:73-83
ISSN:0022-247X
Container-title:Journal of Mathematical Analysis and Applications
language:en
Short-container-title:Journal of Mathematical Analysis and Applications

Author:

Iwamoto Seiichi

Publisher

Elsevier BV

Subject

Applied Mathematics,Analysis

Reference35 articles.

1. Controlled Markov chains with discounted-risk sensitive criteria: applications to machine replacement;Avila-Godoy,1997

2. Dynamic Programming;Bellman,1957

3. Dynamic programming and stochastic control processes;Bellman;Inform. Control,1958

4. Some Vistas of Modern Mathematics;Bellman,1968

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