Optimal stochastic switching under convexity assumptions (Q5494873)
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scientific article; zbMATH DE number 6323015
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| English | Optimal stochastic switching under convexity assumptions |
scientific article; zbMATH DE number 6323015 |
Statements
Optimal Stochastic Switching under Convexity Assumptions (English)
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30 July 2014
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Markov decision
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approximate dynamic programming
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least squares Monte Carlo family
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0.8415461778640747
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0.8024385571479797
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0.7868027091026306
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0.7842757701873779
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