Application of two inequality results for concave functions to a stochastic optimization problem
- 1 August 1976
- journal article
- Published by Elsevier in Journal of Mathematical Analysis and Applications
- Vol. 55 (2) , 347-350
- https://doi.org/10.1016/0022-247x(76)90165-7
Abstract
No abstract availableKeywords
This publication has 2 references indexed in Scilit:
- Optimal control of Markov processes with incomplete state-information II. The convexity of the lossfunctionJournal of Mathematical Analysis and Applications, 1969
- Optimal control of Markov processes with incomplete state informationJournal of Mathematical Analysis and Applications, 1965