An approximation scheme for stochastic dynamic optimization problems

DOI10.1007/BFB0121116MaRDI QIDQ3727745zbMATH OpenOpenAlexFDO

Authors Giovanni Andreatta, Wolfgang J. Runggaldier

Publication date 1986

Published in Mathematical Programming Studies (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bfb0121116

zbMATH Keywords

stochastic dynamic optimizationcomputable error boundsoil explorationBayesian dynamic programmingapproximation approach

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Applications of mathematical programming (90C90) Dynamic programming (90C39) Stochastic programming (90C15) Markov and semi-Markov decision processes (90C40)

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