"Subdifferentials of Value Functions in Nonconvex Dynamic Programming for Nonstationary Stochastic Processes" by Boris S. Mordukhovich and Nobusumi Sagara

Article Title

Subdifferentials of Value Functions in Nonconvex Dynamic Programming for Nonstationary Stochastic Processes

Authors

Boris S. Mordukhovich, Department of Mathematics, Wayne State University, Detroit, MI 48202, USAFollow
Nobusumi Sagara, Department of Economics, Hosei University, 4342, Aihara, Machida, Tokyo 194-0298, JapanFollow

DOI

10.31390/cosa.13.3.05

Recommended Citation

Mordukhovich, Boris S. and Sagara, Nobusumi (2019) "Subdifferentials of Value Functions in Nonconvex Dynamic Programming for Nonstationary Stochastic Processes," Communications on Stochastic Analysis: Vol. 13: No. 3, Article 5.
DOI: 10.31390/cosa.13.3.05
Available at: https://repository.lsu.edu/cosa/vol13/iss3/5

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