Approximate Dynamic Programming
From MaRDI portal
Publication:5310431
DOI10.1002/9780470182963zbMath1156.90021MaRDI QIDQ5310431
Publication date: 11 October 2007
Published in: Wiley Series in Probability and Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/9780470182963
dynamic programming; Markov process; stochastic optimization problem; algorithmic strategies; post-decision state variable
90C15: Stochastic programming
90B50: Management decision making, including multiple objectives
90B15: Stochastic network models in operations research
90B10: Deterministic network models in operations research
90C39: Dynamic programming
90-02: Research exposition (monographs, survey articles) pertaining to operations research and mathematical programming
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