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

被引：15
|
作者：
Zhuang, Weifen [1 ]
Li, Michael Z. F. [2 ]
机构：
[1] McGill Univ, Desautels Fac Management, Montreal, PQ H3A 1G5, Canada
[2] Nanyang Technol Univ, Nanyang Business Sch, Singapore 639798, Singapore
来源：
OPERATIONS RESEARCH LETTERS | 2010年 / 38卷 / 05期
关键词：
Stochastic dynamic control; Multimodularity; Structural properties; SYSTEM;
D O I：
10.1016/j.orl.2010.05.008
中图分类号：
C93 [管理学]; O22 [运筹学];
学科分类号：
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要：
This paper introduces the multimodularity concept to study structural properties for certain class of stochastic dynamic control problems through a new efficient approach. We demonstrate that this approach can substantially simplify the proofs of the main results of one recent article and provide an alternative method for two other models in the literature. Crown Copyright (C) 2010 Published by Elsevier B.V. All rights reserved.
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页码：462 / 467
页数：6
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