Article ID Journal Published Year Pages File Type
1142564 Operations Research Letters 2010 6 Pages PDF
Abstract

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.

Keywords
Related Topics
Physical Sciences and Engineering Mathematics Discrete Mathematics and Combinatorics
Preview
A new method of proving structural properties for certain class of stochastic dynamic control problems
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