Relationship between least squares Monte Carlo and approximate linear programming (Q1728294)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Relationship between least squares Monte Carlo and approximate linear programming |
scientific article |
Statements
Relationship between least squares Monte Carlo and approximate linear programming (English)
0 references
22 February 2019
0 references
Markov decision processes
0 references
approximate dynamic programming
0 references
least squares Monte Carlo
0 references
approximate linear programming
0 references
financial and real options
0 references
energy storage
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references