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

approximation approachBayesian dynamic programmingcomputable error boundsoil explorationstochastic dynamic optimization

Mathematics Subject Classification ID

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

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(19)

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