Commentary: Perspectives on stochastic optimization over time

DOI10.1287/IJOC.1090.0350MaRDI QIDQ2899031zbMATH OpenOpenAlexFDO

Authors John N. Tsitsiklis

Publication date 28 July 2012

Published in INFORMS Journal on Computing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1287/ijoc.1090.0350

Mathematics Subject Classification ID

Learning and adaptive systems in artificial intelligence (68T05) Stochastic programming (90C15) Dynamic programming (90C39)

Cited in

(2)

• Approximate dynamic programming for stochastic \(N\)-stage optimization with application to optimal consumption under uncertainty
• Suboptimal Policies for Stochastic N-Stage Optimization: Accuracy Analysis and a Case Study from Optimal Consumption

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