Optimized ensemble value function approximation for dynamic programming

DOI10.1016/J.EJOR.2023.01.049MaRDI QIDQ6112619zbMATH OpenOpenAlexFDO

Authors C. Cervellera

Publication date 10 July 2023

Published in European Journal of Operational Research (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1016/j.ejor.2023.01.049

zbMATH Keywords

dynamic programmingensemble modelsvalue function approximation

Mathematics Subject Classification ID

Operations research and management science (90Bxx)

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Cited in

(2)

• Dynamic programming and value-function approximation in sequential decision problems: error analysis and numerical results
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