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  • The finite and infinite horizon problems of dynamic stochastic programs with discrete time are discussed. The backward recursion, the Bellman's equation and the convergence of the optimal solution is described.
  • The finite and infinite horizon problems of dynamic stochastic programs with discrete time are discussed. The backward recursion, the Bellman's equation and the convergence of the optimal solution is described. (en)
Title
  • Dynamic stochastic programming with discrete time
  • Dynamic stochastic programming with discrete time (en)
skos:prefLabel
  • Dynamic stochastic programming with discrete time
  • Dynamic stochastic programming with discrete time (en)
skos:notation
  • RIV/00216208:11320/01:00105070!RIV/2002/MSM/113202/N
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  • 56;61
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  • 678367
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  • RIV/00216208:11320/01:00105070
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  • Dynamic;stochastic;programming;discrete;time (en)
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  • [4BA847C02C47]
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  • Praha
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  • WDS01 Proceedings of contributed papers
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  • Henclová, Alena
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number of pages
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  • Matfyzpress
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  • 80-85863-73-1
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  • 11320
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