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Stochastic programs with recourse: A basic theorem for multistage problems

โœ Scribed by Roger Wets

Publisher
Springer
Year
1972
Tongue
English
Weight
334 KB
Volume
21
Category
Article
ISSN
1432-2064

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โœ D.L. Snyder; I.B. Rhodes; E.V. Hoversten ๐Ÿ“‚ Article ๐Ÿ“… 1977 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 281 KB

The exact solution is derived for a stochastic optimal control problem involving a linear stochastic plant, quadratic costs, and nonlinear, nongaussian observations. The observations are in the form of a point process in which each point has both a temporal and a spatial coordinate. The state of the