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A rollout algorithm framework for heuristic solutions to finite-horizon stochastic dynamic programs - MaRDI portal

A rollout algorithm framework for heuristic solutions to finite-horizon stochastic dynamic programs (Q1698902)

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scientific article; zbMATH DE number 6839964
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A rollout algorithm framework for heuristic solutions to finite-horizon stochastic dynamic programs
scientific article; zbMATH DE number 6839964

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    A rollout algorithm framework for heuristic solutions to finite-horizon stochastic dynamic programs (English)
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    16 February 2018
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    dynamic programming
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    rollout algorithm
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    stochastic dynamic programming
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    approximate dynamic programming
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