Pages that link to "Item:Q3727745"
From MaRDI portal
The following pages link to An approximation scheme for stochastic dynamic optimization problems (Q3727745):
Displaying 18 items.
- Suboptimal solutions to dynamic optimization problems via approximations of the policy functions (Q613579) (← links)
- Multi-population based univariate marginal distribution algorithm for dynamic optimization problems (Q614868) (← links)
- On optimization of stochastic max-min-plus-scaling systems -- an approximation approach (Q1679068) (← links)
- Algorithms for the solution of stochastic dynamic minimax problems (Q1908531) (← links)
- A new look at the Lagrange method for continuous-time stochastic optimization (Q1934408) (← links)
- Approximate dynamic programming for stochastic \(N\)-stage optimization with application to optimal consumption under uncertainty (Q2450902) (← links)
- Efficient approximate dynamic programming based on design and analysis of computer experiments for infinite-horizon optimization (Q2664400) (← links)
- Stochastic Depletion Problems: Effective Myopic Policies for a Class of Dynamic Optimization Problems (Q3169038) (← links)
- An Information-Based Approximation Scheme for Stochastic Optimization Problems in Continuous Time (Q3169043) (← links)
- Galerkin methods in dynamic stochastic programming (Q3577835) (← links)
- (Q4031873) (← links)
- A Stochastic Checkpoint Optimization Problem (Q4202217) (← links)
- DYNAMIC MEAN–VARIANCE OPTIMIZATION PROBLEMS WITH DETERMINISTIC INFORMATION (Q4634639) (← links)
- (Q4732407) (← links)
- (Q4938927) (← links)
- Provably Near-Optimal Approximation Schemes for Implicit Stochastic and Sample-Based Dynamic Programs (Q5148198) (← links)
- Solving Stochastic Dynamic Programs by Convex Optimization and Simulation (Q5256549) (← links)
- A Computationally Efficient FPTAS for Convex Stochastic Dynamic Programs (Q5891186) (← links)