The multi-stage dynamic stochastic decision process with unknown distribution of the random utilities

DOI10.1007/s11590-019-01412-1zbMath1445.91018OpenAlexW2916344177MaRDI QIDQ2191290

Guido Perboli, Daniele Manerba, Roberto Tadei

Publication date: 24 June 2020

Published in: Optimization Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11590-019-01412-1

zbMATH Keywords

asymptotic approximationextreme values theorynested multinomial logit modelstochastic utilitiesmulti-stage dynamic decision process

Mathematics Subject Classification ID

Decision theory (91B06) Utility theory (91B16) Asymptotic approximations, asymptotic expansions (steepest descent, etc.) (41A60) Stochastic processes (60G99)

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