Approximate dynamic programming by practical examples

DOI10.1007/978-3-319-47766-4_3MaRDI QIDQ4595342zbMATH OpenOpenAlexFDO

Authors Martijn Mes, Arturo Pérez Rivera

Publication date 30 November 2017

Published in International Series in Operations Research & Management Science (Search for Journal in Brave)

Full work available at URL https://research.utwente.nl/en/publications/approximate-dynamic-programming-by-practical-examples(955fe820-6216-4b2f-a87f-7b70e4561a98).html

zbMATH Keywords

curse of dimensionalitydynamic programmingMonte Carlo simulationstochastic optimizationapproximate dynamic programming

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Dynamic programming (90C39) Stochastic programming (90C15)

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