Abstract
We consider dynamic optimization models the structure of which (functional, equations, constrains) can be changed at time depending on control strategy.
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V.I.Arkin. Economic dynamics with discrete changes in technology: stochastic approach. — Matekon, 26, 3 (1990)
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V.I.Arkin. On the maximum principle for a stochastic control problem, in Proceedings of the Bernoulli World Congress, VNU Sci. Press, Utrecht, 1987, p. 777–782.
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© 1998 Springer-Verlag Berlin Heidelberg
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Arkin, V.I. (1998). Stochastic Optimization Approach to Dynamic Problems with Jump Changing Structure. In: Marti, K., Kall, P. (eds) Stochastic Programming Methods and Technical Applications. Lecture Notes in Economics and Mathematical Systems, vol 458. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-45767-8_5
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DOI: https://doi.org/10.1007/978-3-642-45767-8_5
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