Logarithmic transformations for discrete-time,...

Applied Mathematics & Optimization 1988 / 07 Vol. 18; Iss. 1

Logarithmic transformations for discrete-time, finite-horizon stochastic control problems

Francesca Albertini, Wolfgang J. Runggaldier
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Volume:
18
Language:
english
Pages:
19
Journal:
Applied Mathematics and Optimization
DOI:
10.1007/bf01443619
Date:
July, 1988
File:
PDF, 848 KB
english, 1988
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