scientific article; zbMATH DE number 686924

zbMATH Open0810.90132MaRDI QIDQ4313010FDOQ4313010

Authors: Karl Frauendorfer 

Publication date: 10 November 1994

Title of this publication is not available (Why is that?)

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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)

Cited In (13)

• Title not available (Why is that?)
• Title not available (Why is that?)
• An approximation scheme for stochastic dynamic optimization problems
• Galerkin methods in dynamic stochastic programming
• Comparison of Multistage Stochastic Programs with Recourse and Stochastic Dynamic Programs with Discrete Time
• Title not available (Why is that?)
• Stochastic depletion problems: effective myopic policies for a class of dynamic optimization problems
• Title not available (Why is that?)
• Stochastic multi-stage optimization. At the crossroads between discrete time stochastic control and stochastic programming
• Solving Stochastic Dynamic Programs by Convex Optimization and Simulation
• Barycentric scenario trees in convex multistage stochastic programming
• An information-based approximation scheme for stochastic optimization problems in continuous time
• Title not available (Why is that?)

Uses Software

• MSLiP

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