Suboptimal Policies for Stochastic $$N$$-Stage Optimization: Accuracy Analysis and a Case Study from Optimal Consumption (Q4979399): Difference between revisions

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scientific article; zbMATH DE number 6306338

Language	Label	Description	Also known as
English	Suboptimal Policies for Stochastic $$N$$-Stage Optimization: Accuracy Analysis and a Case Study from Optimal Consumption	scientific article; zbMATH DE number 6306338

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instance of

scholarly article

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title

Suboptimal Policies for Stochastic $$N$$-Stage Optimization: Accuracy Analysis and a Case Study from Optimal Consumption (English)

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International Series in Operations Research & Management Science

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publication date

20 June 2014

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1007/978-3-319-00669-7_3

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cites work

Q3770273

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Functional Approximations and Dynamic Programming

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Polynomial Approximation--A New Computational Technique in Dynamic Programming: Allocation Processes

0 references

Q3376698

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Q4257216

0 references

Q3434971

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Characterization of optimal plans for stochastic dynamic programs

0 references

Radial Basis Functions

0 references

Efficient sampling in approximate dynamic programming algorithms

0 references

Applying Experimental Design and Regression Splines to High-Dimensional Continuous-State Stochastic Dynamic Programming

0 references

Q5389901

0 references

An envelope theorem and some applications to discounted Markov decision processes

0 references

Approximation by superpositions of a sigmoidal function

0 references

Q3679786

0 references

Q4326423

0 references

Dynamic programming and value-function approximation in sequential decision problems: error analysis and numerical results

0 references

Approximation schemes for functional optimization problems

0 references

Q3518954

0 references

Suboptimal solutions to dynamic optimization problems via approximations of the policy functions

0 references

Suboptimal Solutions to Team Optimization Problems with Stochastic Information Structure

0 references

On the exponential convergence of matching pursuits in quasi-incoherent dictionaries

0 references

Approximation Schemes for Infinite Linear Programs

0 references

Numerical Solution of Continuous-State Dynamic Programs Using Linear and Spline Interpolation

0 references

Q4225048

0 references

Comparison of worst case errors in linear and neural network approximation

0 references

Error Estimates for Approximate Optimization by the Extended Ritz Method

0 references

Approximate Minimization of the Regularized Expected Error over Kernel Models

0 references

Geometric Upper Bounds on Rates of Variable-Basis Approximation

0 references

Generalized bounds for convex multistage stochastic programs.

0 references

Q4003879

0 references

Q5491447

0 references

Improved Dynamic Programming Methods for Optimal Control of Lumped-Parameter Stochastic Systems

0 references

Q4938227

0 references

Approximate Dynamic Programming

0 references

Smoothness of the Policy Function in Discrete Time Economic Models

0 references

Q5595759

0 references

Q5607484

0 references

Q4002751

0 references

<b>Commentary</b>—Perspectives on Stochastic Optimization Over Time

0 references

Approximating networks and extended Ritz method for the solution of functional optimization problems

0 references

Identifiers

zbMATH Open document ID

1291.90286

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DOI

10.1007/978-3-319-00669-7_3

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:4979399

@@ Property / cites work @@
+Q3770273
@@ Property / cites work: Q3770273 / rank @@
+Normal rank
@@ Property / cites work @@
+Functional Approximations and Dynamic Programming
@@ Property / cites work: Functional Approximations and Dynamic Programming / rank @@
+Normal rank
@@ Property / cites work @@
+Polynomial Approximation--A New Computational Technique in Dynamic Programming: Allocation Processes
+Normal rank
@@ Property / cites work @@
+Q3376698
@@ Property / cites work: Q3376698 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4257216
@@ Property / cites work: Q4257216 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3434971
@@ Property / cites work: Q3434971 / rank @@
+Normal rank
@@ Property / cites work @@
+Characterization of optimal plans for stochastic dynamic programs
+Normal rank
@@ Property / cites work @@
+Radial Basis Functions
@@ Property / cites work: Radial Basis Functions / rank @@
+Normal rank
@@ Property / cites work @@
+Efficient sampling in approximate dynamic programming algorithms
+Normal rank
@@ Property / cites work @@
+Applying Experimental Design and Regression Splines to High-Dimensional Continuous-State Stochastic Dynamic Programming
+Normal rank
@@ Property / cites work @@
+Q5389901
@@ Property / cites work: Q5389901 / rank @@
+Normal rank
@@ Property / cites work @@
+An envelope theorem and some applications to discounted Markov decision processes
+Normal rank
@@ Property / cites work @@
+Approximation by superpositions of a sigmoidal function
+Normal rank
@@ Property / cites work @@
+Q3679786
@@ Property / cites work: Q3679786 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4326423
@@ Property / cites work: Q4326423 / rank @@
+Normal rank
@@ Property / cites work @@
+Dynamic programming and value-function approximation in sequential decision problems: error analysis and numerical results
+Normal rank
@@ Property / cites work @@
+Approximation schemes for functional optimization problems
+Normal rank
@@ Property / cites work @@
+Q3518954
@@ Property / cites work: Q3518954 / rank @@
+Normal rank
@@ Property / cites work @@
+Suboptimal solutions to dynamic optimization problems via approximations of the policy functions
+Normal rank
@@ Property / cites work @@
+Suboptimal Solutions to Team Optimization Problems with Stochastic Information Structure
+Normal rank
@@ Property / cites work @@
+On the exponential convergence of matching pursuits in quasi-incoherent dictionaries
+Normal rank
@@ Property / cites work @@
+Approximation Schemes for Infinite Linear Programs
+Normal rank
@@ Property / cites work @@
+Numerical Solution of Continuous-State Dynamic Programs Using Linear and Spline Interpolation
+Normal rank
@@ Property / cites work @@
+Q4225048
@@ Property / cites work: Q4225048 / rank @@
+Normal rank
@@ Property / cites work @@
+Comparison of worst case errors in linear and neural network approximation
+Normal rank
@@ Property / cites work @@
+Error Estimates for Approximate Optimization by the Extended Ritz Method
+Normal rank
@@ Property / cites work @@
+Approximate Minimization of the Regularized Expected Error over Kernel Models
+Normal rank
@@ Property / cites work @@
+Geometric Upper Bounds on Rates of Variable-Basis Approximation
+Normal rank
@@ Property / cites work @@
+Generalized bounds for convex multistage stochastic programs.
+Normal rank
@@ Property / cites work @@
+Q4003879
@@ Property / cites work: Q4003879 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5491447
@@ Property / cites work: Q5491447 / rank @@
+Normal rank
@@ Property / cites work @@
+Improved Dynamic Programming Methods for Optimal Control of Lumped-Parameter Stochastic Systems
+Normal rank
@@ Property / cites work @@
+Q4938227
@@ Property / cites work: Q4938227 / rank @@
+Normal rank
@@ Property / cites work @@
+Approximate Dynamic Programming
@@ Property / cites work: Approximate Dynamic Programming / rank @@
+Normal rank
@@ Property / cites work @@
+Smoothness of the Policy Function in Discrete Time Economic Models
+Normal rank
@@ Property / cites work @@
+Q5595759
@@ Property / cites work: Q5595759 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5607484
@@ Property / cites work: Q5607484 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4002751
@@ Property / cites work: Q4002751 / rank @@
+Normal rank
@@ Property / cites work @@
+<b>Commentary</b>—Perspectives on Stochastic Optimization Over Time
+Normal rank
@@ Property / cites work @@
+Approximating networks and extended Ritz method for the solution of functional optimization problems
+Normal rank