Deterministic Equivalence in Stochastic Infinite Horizon Problems
نویسندگان
چکیده
منابع مشابه
Equivalence of Infinite Horizon Optimization Problems and Global Optimization Problems
We show how to transform an infinite horizon optimization problem into a one-dimensional global optimization problem over a closed and bounded feasible region whose objective function is Hölder continuous with known parameters. The deep connection elicited between the two areas of study introduces several opportunities for cross-fertilization which we exploit within this paper.
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ژورنال
عنوان ژورنال: Mathematics of Operations Research
سال: 1990
ISSN: 0364-765X,1526-5471
DOI: 10.1287/moor.15.3.396