Recursive method in stochastic optimization under compound criteria

MaRDI QIDQ4552655zbMATH OpenFDO

Authors Seiichi Iwamoto

Publication date 3 September 2002

zbMATH Keywords

compound criteriaeconomic decision processes

Mathematics Subject Classification ID

Stochastic programming (90C15) Dynamic programming (90C39) Markov and semi-Markov decision processes (90C40) Optimal stochastic control (93E20)

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Cited in

(3)

• Multi-policy improvement in stochastic optimization with forward recursive function criteria
• Stochastic optimization of forward recursive functions
• Recursive algorithm for the two-stage EFOP estimation method

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