Approximate dynamic programming for stochastic \(N\)-stage optimization with application to optimal consumption under uncertainty (Q2450902)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Approximate dynamic programming for stochastic \(N\)-stage optimization with application to optimal consumption under uncertainty |
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Approximate dynamic programming for stochastic \(N\)-stage optimization with application to optimal consumption under uncertainty (English)
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23 May 2014
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sequential decisions
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stochastic optimization
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dynamic programming
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suboptimal solutions
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infinite-dimensional programming
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optimal consumption under uncertainty
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