Stochastic concave dynamic programming
Sbornik. Mathematics, Tome 16 (1972) no. 4, pp. 501-515 Cet article a éte moissonné depuis la source Math-Net.Ru

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In this paper the methods of stochastic control processes are combined with considerations regarding convexity, which are characteristic for the deterministic models of a developing economy. As a result a stochastic theory is obtained, heavily resembling the deterministic one, but which can also take into account the influence of stochastic factors. Bibliography: 8 titles.
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     author = {E. B. Dynkin},
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E. B. Dynkin. Stochastic concave dynamic programming. Sbornik. Mathematics, Tome 16 (1972) no. 4, pp. 501-515. http://geodesic.mathdoc.fr/item/SM_1972_16_4_a1/

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