scientific article; zbMATH DE number 686924

MaRDI QIDQ4313010zbMATH OpenFDO

Authors Karl Frauendorfer

Publication date 10 November 1994

zbMATH Keywords

sequential stochastic decision processbarycentric approximation schemesstochastic dependent random vectorsstochastic multistage recourse problem

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40) Optimal stochastic control (93E20)

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(13)

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• Galerkin methods in dynamic stochastic programming
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• Comparison of Multistage Stochastic Programs with Recourse and Stochastic Dynamic Programs with Discrete Time
• Stochastic multi-stage optimization. At the crossroads between discrete time stochastic control and stochastic programming
• scientific article; zbMATH DE number 4099039 (Why is no real title available?)
• Solving Stochastic Dynamic Programs by Convex Optimization and Simulation
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Uses Software

• MSLiP

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