A new method of proving structural properties for certain class of stochastic dynamic control problems

Weifen Zhuang, Michael Z. F. Li. A new method of proving structural properties for certain class of stochastic dynamic control problems. Oper. Res. Lett., 38(5):462-467, 2010. [doi]

Authors

Weifen Zhuang

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Michael Z. F. Li

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