Application of the dynamic programming method to standardization problems

Application of the dynamic programming method to standardization problems

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Article ID: iaor1992675
Country: United Kingdom
Volume: 30
Start Page Number: 23
End Page Number: 30
Publication Date: Aug 1990
Journal: USSR Computational Mathematics and Mathematical Physics
Authors:
Abstract:

A computation scheme of the dynamic-programming method is described for a special class of multiextremum problems. The method is proved and an error bound is derived for the case when the objective function is inexactly specified.

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