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On Stochastic Dynamic Optimization in Discrete Time

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Operations Research ’93

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Abstract

We consider the following stochastic control problem of discrete finite time with full state information

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References

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Author information

Authors and Affiliations

  1. Institute for Operations Research, University of St. Gallen, Bodanstr. 6, CH-9000, St.Gallen, Switzerland

    Karl Frauendorfer

Authors
  1. Karl Frauendorfer
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Editor information

Editors and Affiliations

  1. Mathematisches Institut, Universität zu Köln, Weyertal 80, D-50931, Köln, Germany

    Achim Bachem

  2. Lehrstuhl für Wirtschaftsinformatik, Universität zu Köln, Pohligstraße 1, D-50969, Köln, Germany

    Ulrich Derigs

  3. Institut für Informatik, Universität zu Köln, Pohligstraße 1, D-50969, Köln, Germany

    Michael Jünger  & Rainer Schrader  & 

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© 1994 Physica-Verlag Heidelberg

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Frauendorfer, K. (1994). On Stochastic Dynamic Optimization in Discrete Time. In: Bachem, A., Derigs, U., Jünger, M., Schrader, R. (eds) Operations Research ’93. Physica, Heidelberg. https://doi.org/10.1007/978-3-642-46955-8_45

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  • DOI: https://doi.org/10.1007/978-3-642-46955-8_45

  • Publisher Name: Physica, Heidelberg

  • Print ISBN: 978-3-7908-0794-3

  • Online ISBN: 978-3-642-46955-8

  • eBook Packages: Springer Book Archive

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