Pages that link to "Item:Q6178244"
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The following pages link to Dynamic programming in convex stochastic optimization (Q6178244):
Displaying 13 items.
- Existence of solutions in non-convex dynamic programming and optimal investment (Q513744) (← links)
- Dynamic programming with convexity, concavity and sparsity (Q1190452) (← links)
- Stochastic convexity in dynamic programming (Q1408956) (← links)
- Interchangeability principle and dynamic equations in risk averse stochastic programming (Q1728267) (← links)
- Algorithms for the solution of stochastic dynamic minimax problems (Q1908531) (← links)
- Stochastic programs without duality gaps (Q1925782) (← links)
- On dynamic programming principle for stochastic control under expectation constraints (Q2188945) (← links)
- Dynamic programming with value convexity (Q2665320) (← links)
- (Q3360682) (← links)
- (Q4453232) (← links)
- Solving Stochastic Dynamic Programs by Convex Optimization and Simulation (Q5256549) (← links)
- A Computationally Efficient FPTAS for Convex Stochastic Dynamic Programs (Q5891186) (← links)
- Dynamic programming for data independent decision sets (Q6137268) (← links)