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Transversality conditions for infinite horizon variational problems on time scales.

Agnieszka B. MalinowskaNatália MartinsDelfim F. M. Torres
Published in: Optim. Lett. (2011)
Keyphrases
  • infinite horizon
  • optimal policy
  • real time
  • sufficient conditions
  • long run
  • np hard
  • probabilistic model
  • production planning
  • finite horizon
  • stochastic demand