Commentary: Perspectives on stochastic optimization over time

DOI10.1287/IJOC.1090.0350zbMATH Open1243.90165OpenAlexW2108281899MaRDI QIDQ2899031FDOQ2899031

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) Dynamic programming (90C39) Stochastic programming (90C15)

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

This page was built for publication: Commentary: Perspectives on stochastic optimization over time

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2899031)